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UBS Call 115 ABL 20.12.2024/  CH1227466971  /

Frankfurt Zert./UBS
2024-07-09  7:32:35 PM Chg.-0.025 Bid9:56:33 PM Ask9:56:33 PM Underlying Strike price Expiration date Option type
0.182EUR -12.08% -
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: 37.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -2.07
Time value: 0.25
Break-even: 117.50
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.63
Spread abs.: 0.06
Spread %: 28.21%
Delta: 0.23
Theta: -0.02
Omega: 8.76
Rho: 0.09
 

Quote data

Open: 0.180
High: 0.184
Low: 0.177
Previous Close: 0.207
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -54.50%
3 Months
  -76.67%
YTD
  -77.80%
1 Year
  -81.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.217 0.179
1M High / 1M Low: 0.440 0.179
6M High / 6M Low: 1.410 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:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   203.44%
Volatility 6M:   171.21%
Volatility 1Y:   147.25%
Volatility 3Y:   -