UBS Call 125 ABL 21.03.2025
/ CH1326137275
UBS Call 125 ABL 21.03.2025/ CH1326137275 /
2024-09-09 7:29:29 PM |
Chg.+0.120 |
Bid9:52:11 PM |
Ask9:52:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+38.71% |
- Bid Size: - |
- Ask Size: - |
ABBOTT LABS |
125.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM2UBE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-15 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
-2.23 |
Time value: |
0.39 |
Break-even: |
128.90 |
Moneyness: |
0.82 |
Premium: |
0.26 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.07 |
Spread %: |
21.88% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
7.33 |
Rho: |
0.13 |
Quote data
Open: |
0.340 |
High: |
0.430 |
Low: |
0.340 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+48.28% |
1 Month |
|
|
+59.26% |
3 Months |
|
|
+72.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.290 |
1M High / 1M Low: |
0.360 |
0.249 |
6M High / 6M Low: |
0.990 |
0.118 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.315 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.02% |
Volatility 6M: |
|
218.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |