UBS Call 470 ADB 20.12.2024
/ CH1259663123
UBS Call 470 ADB 20.12.2024/ CH1259663123 /
| 2024-07-25 8:17:59 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.32EUR |
- |
-
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: |
8.32 |
| High: |
8.32 |
| Low: |
8.32 |
| Previous Close: |
8.68 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.93% |
| 1 Month |
|
|
-15.02% |
| 3 Months |
|
|
+35.50% |
| YTD |
|
|
-46.43% |
| 1 Year |
|
|
-32.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.78 |
8.32 |
| 1M High / 1M Low: |
11.85 |
8.32 |
| 6M High / 6M Low: |
18.67 |
3.40 |
| High (YTD): |
2024-02-05 |
18.67 |
| Low (YTD): |
2024-06-04 |
3.40 |
| 52W High: |
2023-12-12 |
19.31 |
| 52W Low: |
2024-06-04 |
3.40 |
| Avg. price 1W: |
|
9.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.10% |
| Volatility 6M: |
|
161.92% |
| Volatility 1Y: |
|
126.38% |
| Volatility 3Y: |
|
- |
