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UBS Call 115 ABT 17.01.2025/  CH1306637864  /

EUWAX
2024-11-15  8:43:00 AM Chg.-0.060 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.380EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 Abbott Laboratories 115.00 USD 2025-01-17 Call
 

Master data

WKN: UL991S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.94
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.09
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.09
Time value: 0.39
Break-even: 114.04
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.57
Theta: -0.04
Omega: 13.17
Rho: 0.10
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -33.33%
3 Months
  -22.45%
YTD
  -56.32%
1 Year
  -26.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.380
1M High / 1M Low: 0.780 0.380
6M High / 6M Low: 0.780 0.209
High (YTD): 2024-03-08 1.420
Low (YTD): 2024-07-10 0.209
52W High: 2024-03-08 1.420
52W Low: 2024-07-10 0.209
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.638
Avg. volume 1Y:   0.000
Volatility 1M:   334.61%
Volatility 6M:   245.33%
Volatility 1Y:   189.65%
Volatility 3Y:   -