UBS Call 470 ADB 20.12.2024
/ CH1259663123
UBS Call 470 ADB 20.12.2024/ CH1259663123 /
2024-07-25 8:17:59 AM |
Chg.- |
Bid8:01:12 AM |
Ask8:01:12 AM |
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: |
|
- |