UBS Call 480 ADB 20.12.2024/  CH1259663131  /

Frankfurt Zert./UBS
2024-07-25  7:30:41 PM Chg.+0.240 Bid12:42:22 PM Ask- Underlying Strike price Expiration date Option type
8.060EUR +3.07% -
Bid Size: -
-
Ask Size: -
ADOBE INC. 480.00 - 2024-12-20 Call
 

Master data

WKN: UL6HCQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-07-29
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 1.98
Implied volatility: 0.52
Historic volatility: 0.31
Parity: 1.98
Time value: 5.80
Break-even: 557.80
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 0.26%
Delta: 0.63
Theta: -0.24
Omega: 4.04
Rho: 0.93
 

Quote data

Open: 7.660
High: 8.240
Low: 7.410
Previous Close: 7.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -14.98%
3 Months  
+42.65%
YTD
  -45.50%
1 Year
  -31.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.300 7.820
1M High / 1M Low: 11.220 7.820
6M High / 6M Low: 18.030 3.190
High (YTD): 2024-02-02 18.030
Low (YTD): 2024-05-31 3.190
52W High: 2023-12-12 18.580
52W Low: 2024-05-31 3.190
Avg. price 1W:   8.477
Avg. volume 1W:   0.000
Avg. price 1M:   9.769
Avg. volume 1M:   0.000
Avg. price 6M:   8.773
Avg. volume 6M:   0.000
Avg. price 1Y:   11.341
Avg. volume 1Y:   0.000
Volatility 1M:   83.26%
Volatility 6M:   183.81%
Volatility 1Y:   140.96%
Volatility 3Y:   -