UBS Call 110 ABL 19.12.2025
/ CH1319926429
UBS Call 110 ABL 19.12.2025/ CH1319926429 /
11/10/2024 18:40:05 |
Chg.+0.030 |
Bid18:40:05 |
Ask18:40:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.510EUR |
+2.03% |
1.510 Bid Size: 7,500 |
1.520 Ask Size: 7,500 |
ABBOTT LABS |
110.00 - |
19/12/2025 |
Call |
Master data
WKN: |
UM2CZ0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
19/12/2025 |
Issue date: |
02/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.16 |
Parity: |
-0.43 |
Time value: |
1.49 |
Break-even: |
124.90 |
Moneyness: |
0.96 |
Premium: |
0.18 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
4.04 |
Rho: |
0.54 |
Quote data
Open: |
1.450 |
High: |
1.570 |
Low: |
1.440 |
Previous Close: |
1.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.05% |
1 Month |
|
|
-2.58% |
3 Months |
|
|
+49.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.290 |
1M High / 1M Low: |
1.600 |
1.250 |
6M High / 6M Low: |
1.610 |
0.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.31% |
Volatility 6M: |
|
104.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |