UBS Call 115 ABL 20.09.2024
/ CH1272024212
UBS Call 115 ABL 20.09.2024/ CH1272024212 /
8/2/2024 7:32:31 PM |
Chg.+0.002 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.194EUR |
+1.04% |
- Bid Size: - |
- Ask Size: - |
ABBOTT LABS |
115.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL59GN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.17 |
Parity: |
-1.30 |
Time value: |
0.30 |
Break-even: |
118.00 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
2.02 |
Spread abs.: |
0.07 |
Spread %: |
29.31% |
Delta: |
0.29 |
Theta: |
-0.07 |
Omega: |
9.82 |
Rho: |
0.03 |
Quote data
Open: |
0.162 |
High: |
0.217 |
Low: |
0.147 |
Previous Close: |
0.192 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+92.08% |
1 Month |
|
|
+252.73% |
3 Months |
|
|
-10.60% |
YTD |
|
|
-70.15% |
1 Year |
|
|
-76.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.194 |
0.076 |
1M High / 1M Low: |
0.194 |
0.032 |
6M High / 6M Low: |
1.180 |
0.032 |
High (YTD): |
3/8/2024 |
1.180 |
Low (YTD): |
7/4/2024 |
0.032 |
52W High: |
3/8/2024 |
1.180 |
52W Low: |
7/4/2024 |
0.032 |
Avg. price 1W: |
|
0.127 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.459 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
768.72% |
Volatility 6M: |
|
412.40% |
Volatility 1Y: |
|
305.27% |
Volatility 3Y: |
|
- |