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UBS Call 125 ABL 20.12.2024/  CH1227466997  /

EUWAX
2024-08-02  8:13:01 AM Chg.+0.056 Bid10:00:16 PM Ask10:00:16 PM Underlying Strike price Expiration date Option type
0.179EUR +45.53% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 125.00 - 2024-12-20 Call
 

Master data

WKN: UL11GQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -2.30
Time value: 0.29
Break-even: 127.90
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.81
Spread abs.: 0.07
Spread %: 29.46%
Delta: 0.24
Theta: -0.03
Omega: 8.33
Rho: 0.08
 

Quote data

Open: 0.179
High: 0.179
Low: 0.179
Previous Close: 0.123
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.53%
1 Month  
+280.85%
3 Months
  -0.56%
YTD
  -61.09%
1 Year
  -69.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.179 0.070
1M High / 1M Low: 0.179 0.034
6M High / 6M Low: 0.840 0.034
High (YTD): 2024-03-08 0.840
Low (YTD): 2024-07-09 0.034
52W High: 2024-03-08 0.840
52W Low: 2024-07-09 0.034
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   605.01%
Volatility 6M:   354.04%
Volatility 1Y:   266.78%
Volatility 3Y:   -