UBS Call 120 ABL 17.01.2025
/ CH1309016116
UBS Call 120 ABL 17.01.2025/ CH1309016116 /
| 09/07/2024 19:25:52 |
Chg.-0.019 |
Bid21:56:02 |
Ask21:56:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
-13.19% |
-
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: |
48.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
-2.57 |
| Time value: |
0.19 |
| Break-even: |
121.93 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.06 |
| Spread %: |
45.11% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
9.11 |
| Rho: |
0.08 |
Quote data
| Open: |
0.117 |
| High: |
0.127 |
| Low: |
0.117 |
| Previous Close: |
0.144 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.19% |
| 1 Month |
|
|
-59.68% |
| 3 Months |
|
|
-78.45% |
| YTD |
|
|
-81.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.117 |
| 1M High / 1M Low: |
0.310 |
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: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.17% |
| Volatility 6M: |
|
194.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
