UBS Call 460 ADB 20.12.2024
/ CH1259663115
UBS Call 460 ADB 20.12.2024/ CH1259663115 /
| 2024-07-26 12:43:04 PM |
Chg.+0.480 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.550EUR |
+5.29% |
-
Bid Size: - |
-
Ask Size: - |
ADOBE INC. |
460.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL6MSA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-07-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.41 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.31 |
| Parity: |
3.98 |
| Time value: |
5.13 |
| Break-even: |
551.10 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
0.55% |
| Delta: |
0.68 |
| Theta: |
-0.24 |
| Omega: |
3.70 |
| Rho: |
0.97 |
Quote data
| Open: |
9.530 |
| High: |
9.580 |
| Low: |
9.500 |
| Previous Close: |
9.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.33% |
| 1 Month |
|
|
-13.42% |
| 3 Months |
|
|
+48.75% |
| YTD |
|
|
-40.94% |
| 1 Year |
|
|
-27.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.650 |
8.960 |
| 1M High / 1M Low: |
12.840 |
8.960 |
| 6M High / 6M Low: |
19.570 |
3.910 |
| High (YTD): |
2024-02-02 |
19.570 |
| Low (YTD): |
2024-06-03 |
3.910 |
| 52W High: |
2023-12-12 |
20.200 |
| 52W Low: |
2024-06-03 |
3.910 |
| Avg. price 1W: |
|
9.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.932 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
12.560 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.87% |
| Volatility 6M: |
|
160.71% |
| Volatility 1Y: |
|
125.98% |
| Volatility 3Y: |
|
- |
