UBS Call 130 ABL 20.12.2024
/ CH1265372644
UBS Call 130 ABL 20.12.2024/ CH1265372644 /
| 09/09/2024 09:03:58 |
Chg.+0.023 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+37.10% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
130.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL45S2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
27/04/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-2.73 |
| Time value: |
0.14 |
| Break-even: |
131.38 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.07 |
| Spread %: |
91.67% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
10.82 |
| Rho: |
0.04 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.34% |
| 1 Month |
|
|
+2.41% |
| 3 Months |
|
|
+63.46% |
| YTD |
|
|
-73.44% |
| 1 Year |
|
|
-65.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.061 |
| 1M High / 1M Low: |
0.083 |
0.058 |
| 6M High / 6M Low: |
0.610 |
0.001 |
| High (YTD): |
08/03/2024 |
0.630 |
| Low (YTD): |
09/07/2024 |
0.001 |
| 52W High: |
08/03/2024 |
0.630 |
| 52W Low: |
09/07/2024 |
0.001 |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.204 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
217.95% |
| Volatility 6M: |
|
3,259.46% |
| Volatility 1Y: |
|
2,303.14% |
| Volatility 3Y: |
|
- |
