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UBS Call 120 ABL 20.09.2024/  CH1272024220  /

Frankfurt Zert./UBS
15/08/2024  08:21:39 Chg.+0.005 Bid21:56:21 Ask21:56:21 Underlying Strike price Expiration date Option type
0.024EUR +26.32% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 120.00 - 20/09/2024 Call
 

Master data

WKN: UL58DK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 178.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -2.02
Time value: 0.06
Break-even: 120.56
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 5.80
Spread abs.: 0.02
Spread %: 36.59%
Delta: 0.10
Theta: -0.03
Omega: 17.06
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.019
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -20.00%
3 Months
  -64.71%
YTD
  -94.78%
1 Year
  -95.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.012
1M High / 1M Low: 0.084 0.012
6M High / 6M Low: 0.890 0.001
High (YTD): 08/03/2024 0.890
Low (YTD): 04/07/2024 0.001
52W High: 08/03/2024 0.890
52W Low: 04/07/2024 0.001
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   940.20%
Volatility 6M:   2,485.56%
Volatility 1Y:   1,753.79%
Volatility 3Y:   -