UBS Call 130 ABL 20.09.2024/  CH1327414715  /

EUWAX
2024-07-31  9:27:49 AM Chg.- Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
ABBOTT LABS 130.00 - 2024-09-20 Call
 

Master data

WKN: UM2U2L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 195.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -3.21
Time value: 0.05
Break-even: 130.50
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 7.17
Spread abs.: 0.05
Spread %: 1,566.67%
Delta: 0.07
Theta: -0.02
Omega: 13.62
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.00%
1 Month     0.00%
3 Months
  -95.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,734.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -