UBS Call 480 ADB 20.12.2024
/ CH1259663131
UBS Call 480 ADB 20.12.2024/ CH1259663131 /
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: |
|
- |