UBS Call 470 ADB 20.12.2024
/ CH1259663123
UBS Call 470 ADB 20.12.2024/ CH1259663123 /
| 2024-07-26 12:42:22 PM |
Chg.+0.460 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.850EUR |
+5.48% |
-
Bid Size: - |
-
Ask Size: - |
ADOBE INC. |
470.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL564E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-07-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.78 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
2.98 |
| Time value: |
5.45 |
| Break-even: |
554.30 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
0.48% |
| Delta: |
0.65 |
| Theta: |
-0.24 |
| Omega: |
3.87 |
| Rho: |
0.95 |
Quote data
| Open: |
8.840 |
| High: |
8.880 |
| Low: |
8.810 |
| Previous Close: |
8.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.79% |
| 1 Month |
|
|
-14.08% |
| 3 Months |
|
|
+49.24% |
| YTD |
|
|
-42.83% |
| 1 Year |
|
|
-29.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.920 |
8.280 |
| 1M High / 1M Low: |
12.070 |
8.280 |
| 6M High / 6M Low: |
18.830 |
3.520 |
| High (YTD): |
2024-02-02 |
18.830 |
| Low (YTD): |
2024-06-03 |
3.520 |
| 52W High: |
2023-12-12 |
19.480 |
| 52W Low: |
2024-06-03 |
3.520 |
| Avg. price 1W: |
|
8.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
11.927 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.72% |
| Volatility 6M: |
|
167.29% |
| Volatility 1Y: |
|
130.79% |
| Volatility 3Y: |
|
- |
