UBS Call 480 ADB 20.12.2024
/ CH1259663131
UBS Call 480 ADB 20.12.2024/ CH1259663131 /
| 2024-07-26 12:42:22 PM |
Chg.+0.440 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.180EUR |
+5.68% |
-
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: |
8.170 |
| High: |
8.210 |
| Low: |
8.140 |
| Previous Close: |
7.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.28% |
| 1 Month |
|
|
-14.61% |
| 3 Months |
|
|
+50.09% |
| YTD |
|
|
-44.80% |
| 1 Year |
|
|
-31.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.220 |
7.640 |
| 1M High / 1M Low: |
11.310 |
7.640 |
| 6M High / 6M Low: |
18.090 |
3.160 |
| High (YTD): |
2024-02-02 |
18.090 |
| Low (YTD): |
2024-06-03 |
3.160 |
| 52W High: |
2023-12-12 |
18.770 |
| 52W Low: |
2024-06-03 |
3.160 |
| Avg. price 1W: |
|
8.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
11.344 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
80.02% |
| Volatility 6M: |
|
173.92% |
| Volatility 1Y: |
|
135.68% |
| Volatility 3Y: |
|
- |
