UBS Call 115 ABL 20.12.2024
/ CH1227466971
UBS Call 115 ABL 20.12.2024/ CH1227466971 /
| 02/08/2024 19:41:00 |
Chg.+0.010 |
Bid21:56:33 |
Ask21:56:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
115.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
-1.30 |
| Time value: |
0.60 |
| Break-even: |
121.00 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
6.52 |
| Rho: |
0.13 |
Quote data
| Open: |
0.440 |
| High: |
0.550 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.12% |
| 1 Month |
|
|
+173.74% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
-40.24% |
| 1 Year |
|
|
-51.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.290 |
| 1M High / 1M Low: |
0.490 |
0.179 |
| 6M High / 6M Low: |
1.410 |
0.179 |
| High (YTD): |
08/03/2024 |
1.410 |
| Low (YTD): |
04/07/2024 |
0.179 |
| 52W High: |
08/03/2024 |
1.410 |
| 52W Low: |
04/07/2024 |
0.179 |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.628 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
320.50% |
| Volatility 6M: |
|
212.40% |
| Volatility 1Y: |
|
170.55% |
| Volatility 3Y: |
|
- |
