UBS Call 115 ABL 19.12.2025
/ CH1319926437
UBS Call 115 ABL 19.12.2025/ CH1319926437 /
10/11/2024 7:33:31 PM |
Chg.+0.010 |
Bid9:54:58 PM |
Ask9:54:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+0.81% |
- Bid Size: - |
- Ask Size: - |
ABBOTT LABS |
115.00 - |
12/19/2025 |
Call |
Master data
WKN: |
UM2FA6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
12/19/2025 |
Issue date: |
2/2/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.16 |
Parity: |
-0.88 |
Time value: |
1.25 |
Break-even: |
127.50 |
Moneyness: |
0.92 |
Premium: |
0.20 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.63% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
4.41 |
Rho: |
0.51 |
Quote data
Open: |
1.190 |
High: |
1.280 |
Low: |
1.190 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
-2.36% |
3 Months |
|
|
+55.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.070 |
1M High / 1M Low: |
1.320 |
1.020 |
6M High / 6M Low: |
1.330 |
0.660 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.963 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.38% |
Volatility 6M: |
|
107.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |