UBS Call 120 ABL 17.01.2025
/ CH1309016116
UBS Call 120 ABL 17.01.2025/ CH1309016116 /
| 2024-10-11 7:27:08 PM |
Chg.+0.010 |
Bid9:54:43 PM |
Ask9:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
120.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
-1.38 |
| Time value: |
0.38 |
| Break-even: |
123.80 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
8.78 |
| Rho: |
0.08 |
Quote data
| Open: |
0.340 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
+79.61% |
| YTD |
|
|
-43.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.270 |
| 1M High / 1M Low: |
0.480 |
0.249 |
| 6M High / 6M Low: |
0.600 |
0.117 |
| High (YTD): |
2024-03-08 |
1.180 |
| Low (YTD): |
2024-07-04 |
0.117 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.62% |
| Volatility 6M: |
|
246.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
