UBS Call 105 ABL 20.12.2024
/ CH1227466955
UBS Call 105 ABL 20.12.2024/ CH1227466955 /
| 10/11/2024 6:01:17 PM |
Chg.+0.02 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+1.68% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
105.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL17ZE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.16 |
| Parity: |
0.12 |
| Time value: |
1.07 |
| Break-even: |
116.90 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
5.16 |
| Rho: |
0.09 |
Quote data
| Open: |
1.13 |
| High: |
1.21 |
| Low: |
1.13 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.97% |
| 1 Month |
|
|
-5.47% |
| 3 Months |
|
|
+92.06% |
| YTD |
|
|
-9.02% |
| 1 Year |
|
|
+105.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.93 |
| 1M High / 1M Low: |
1.35 |
0.90 |
| 6M High / 6M Low: |
1.35 |
0.48 |
| High (YTD): |
3/8/2024 |
2.02 |
| Low (YTD): |
5/30/2024 |
0.48 |
| 52W High: |
3/8/2024 |
2.02 |
| 52W Low: |
5/30/2024 |
0.48 |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.27% |
| Volatility 6M: |
|
167.11% |
| Volatility 1Y: |
|
133.71% |
| Volatility 3Y: |
|
- |
