UBS Call 125 ABL 21.03.2025
/ CH1326137275
UBS Call 125 ABL 21.03.2025/ CH1326137275 /
| 10/11/2024 1:54:28 PM |
Chg.-0.030 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
125.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-1.88 |
| Time value: |
0.37 |
| Break-even: |
128.70 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
8.17 |
| Rho: |
0.12 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.00% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.260 |
| 1M High / 1M Low: |
0.440 |
0.240 |
| 6M High / 6M Low: |
0.530 |
0.115 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.38% |
| Volatility 6M: |
|
240.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
