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UBS Call 115 ABT 20.12.2024/  CH1227466971  /

Frankfurt Zert./UBS
15/11/2024  19:41:20 Chg.+0.030 Bid21:56:34 Ask21:56:34 Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Abbott Laboratories 115.00 USD 20/12/2024 Call
 

Master data

WKN: UL13MX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.14
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 0.00
Time value: 0.32
Break-even: 112.42
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.53
Theta: -0.05
Omega: 18.18
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.370
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month
  -37.93%
3 Months
  -16.28%
YTD
  -56.10%
1 Year
  -28.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.680 0.330
6M High / 6M Low: 0.680 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:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   0.595
Avg. volume 1Y:   0.000
Volatility 1M:   368.46%
Volatility 6M:   254.09%
Volatility 1Y:   199.06%
Volatility 3Y:   -