UBS Call 360 ADB 20.12.2024
/ CH1227467037
UBS Call 360 ADB 20.12.2024/ CH1227467037 /
| 11/8/2024 9:56:39 PM |
Chg.-0.420 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.850EUR |
-3.17% |
-
Bid Size: - |
-
Ask Size: - |
ADOBE INC. |
360.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.29 |
| Intrinsic value: |
10.16 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.31 |
| Parity: |
10.16 |
| Time value: |
2.73 |
| Break-even: |
488.90 |
| Moneyness: |
1.28 |
| Premium: |
0.06 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
0.31% |
| Delta: |
0.80 |
| Theta: |
-0.66 |
| Omega: |
2.85 |
| Rho: |
0.27 |
Quote data
| Open: |
13.320 |
| High: |
13.770 |
| Low: |
12.790 |
| Previous Close: |
13.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.36% |
| 1 Month |
|
|
+1.34% |
| 3 Months |
|
|
-24.90% |
| YTD |
|
|
-45.53% |
| 1 Year |
|
|
-45.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.780 |
11.540 |
| 1M High / 1M Low: |
14.050 |
11.300 |
| 6M High / 6M Low: |
21.220 |
9.460 |
| High (YTD): |
2/2/2024 |
27.520 |
| Low (YTD): |
6/3/2024 |
9.460 |
| 52W High: |
12/12/2023 |
27.880 |
| 52W Low: |
6/3/2024 |
9.460 |
| Avg. price 1W: |
|
12.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
15.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
18.269 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
84.52% |
| Volatility 6M: |
|
103.63% |
| Volatility 1Y: |
|
91.03% |
| Volatility 3Y: |
|
- |
