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UBS Call 115 ABL 20.12.2024/  CH1227466971  /

Frankfurt Zert./UBS
2024-09-09  7:27:29 PM Chg.+0.190 Bid9:53:51 PM Ask9:53:51 PM Underlying Strike price Expiration date Option type
0.640EUR +42.22% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 115.00 - 2024-12-20 Call
 

Master data

WKN: UL13MX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.67
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.17
Parity: -1.23
Time value: 0.55
Break-even: 120.50
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.77
Spread abs.: 0.07
Spread %: 14.58%
Delta: 0.37
Theta: -0.05
Omega: 6.98
Rho: 0.09
 

Quote data

Open: 0.510
High: 0.640
Low: 0.500
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+68.42%
3 Months  
+60.00%
YTD
  -21.95%
1 Year  
+6.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: 1.380 0.179
High (YTD): 2024-03-08 1.410
Low (YTD): 2024-07-04 0.179
52W High: 2024-03-08 1.410
52W Low: 2024-07-04 0.179
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   0.454
Avg. volume 6M:   0.000
Avg. price 1Y:   0.593
Avg. volume 1Y:   0.000
Volatility 1M:   116.88%
Volatility 6M:   212.88%
Volatility 1Y:   171.86%
Volatility 3Y:   -