UBS Call 120 ABL 17.01.2025
/ CH1309016116
UBS Call 120 ABL 17.01.2025/ CH1309016116 /
02/08/2024 19:29:51 |
Chg.+0.010 |
Bid21:56:25 |
Ask21:56:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
- Bid Size: - |
- Ask Size: - |
ABBOTT LABS |
120.00 - |
17/01/2025 |
Call |
Master data
WKN: |
UM1J99 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
17/01/2025 |
Issue date: |
06/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
-1.80 |
Time value: |
0.47 |
Break-even: |
124.70 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.06 |
Spread %: |
14.63% |
Delta: |
0.32 |
Theta: |
-0.03 |
Omega: |
7.00 |
Rho: |
0.13 |
Quote data
Open: |
0.330 |
High: |
0.410 |
Low: |
0.330 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+48.00% |
1 Month |
|
|
+216.24% |
3 Months |
|
|
+15.63% |
YTD |
|
|
-43.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.221 |
1M High / 1M Low: |
0.370 |
0.117 |
6M High / 6M Low: |
1.180 |
0.117 |
High (YTD): |
08/03/2024 |
1.180 |
Low (YTD): |
04/07/2024 |
0.117 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
353.10% |
Volatility 6M: |
|
237.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |