UBS Call 120 ABL 20.09.2024
/ CH1272024220
UBS Call 120 ABL 20.09.2024/ CH1272024220 /
| 8/5/2024 5:58:30 PM |
Chg.+0.007 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+12.07% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
120.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
-1.80 |
| Time value: |
0.16 |
| Break-even: |
121.62 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
3.03 |
| Spread abs.: |
0.07 |
| Spread %: |
67.01% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
11.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+306.25% |
| 1 Month |
|
|
+306.25% |
| 3 Months |
|
|
-45.38% |
| YTD |
|
|
-85.87% |
| 1 Year |
|
|
-90.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.016 |
| 1M High / 1M Low: |
0.064 |
0.001 |
| 6M High / 6M Low: |
0.870 |
0.001 |
| High (YTD): |
3/8/2024 |
0.870 |
| Low (YTD): |
7/9/2024 |
0.001 |
| 52W High: |
3/8/2024 |
0.870 |
| 52W Low: |
7/9/2024 |
0.001 |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.310 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
2,735.82% |
| Volatility 6M: |
|
5,152.77% |
| Volatility 1Y: |
|
3,649.95% |
| Volatility 3Y: |
|
- |
