UBS Call 115 ABL 21.03.2025
/ CH1326137259
UBS Call 115 ABL 21.03.2025/ CH1326137259 /
| 09/09/2024 19:31:50 |
Chg.+0.190 |
Bid21:54:04 |
Ask21:54:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+28.79% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
115.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2LHM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-1.23 |
| Time value: |
0.76 |
| Break-even: |
122.60 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
10.14% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
5.70 |
| Rho: |
0.19 |
Quote data
| Open: |
0.720 |
| High: |
0.850 |
| Low: |
0.710 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+60.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.650 |
| 1M High / 1M Low: |
0.740 |
0.520 |
| 6M High / 6M Low: |
1.520 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.09% |
| Volatility 6M: |
|
164.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
