UBS Call 360 ADB 20.12.2024
/ CH1227467037
UBS Call 360 ADB 20.12.2024/ CH1227467037 /
| 2024-11-12 8:10:46 AM |
Chg.+0.75 |
Bid9:16:49 PM |
Ask9:16:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.67EUR |
+5.80% |
15.96
Bid Size: 5,000 |
-
Ask Size: - |
ADOBE INC. |
360.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1XZD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.43 |
| Intrinsic value: |
11.31 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.31 |
| Parity: |
11.31 |
| Time value: |
2.28 |
| Break-even: |
495.90 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
-0.16 |
| Spread %: |
-1.16% |
| Delta: |
0.82 |
| Theta: |
-0.65 |
| Omega: |
2.85 |
| Rho: |
0.26 |
Quote data
| Open: |
13.67 |
| High: |
13.67 |
| Low: |
13.67 |
| Previous Close: |
12.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.64% |
| 1 Month |
|
|
+1.11% |
| 3 Months |
|
|
-20.01% |
| YTD |
|
|
-42.15% |
| 1 Year |
|
|
-45.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.76 |
11.62 |
| 1M High / 1M Low: |
14.37 |
11.29 |
| 6M High / 6M Low: |
20.96 |
9.36 |
| High (YTD): |
2024-02-05 |
27.37 |
| Low (YTD): |
2024-06-04 |
9.36 |
| 52W High: |
2023-12-12 |
27.75 |
| 52W Low: |
2024-06-04 |
9.36 |
| Avg. price 1W: |
|
12.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
18.19 |
| Avg. volume 1Y: |
|
.79 |
| Volatility 1M: |
|
75.46% |
| Volatility 6M: |
|
106.53% |
| Volatility 1Y: |
|
92.34% |
| Volatility 3Y: |
|
- |
