UBS Call 540 ADBE 16.01.2026/  CH1329502103  /

EUWAX
05/07/2024  09:53:18 Chg.0.00 Bid22:00:15 Ask22:00:15 Underlying Strike price Expiration date Option type
1.12EUR 0.00% -
Bid Size: -
-
Ask Size: -
Adobe Inc 540.00 USD 16/01/2026 Call
 

Master data

WKN: UM21NE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Adobe Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 16/01/2026
Issue date: 08/03/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.35
Implied volatility: 0.38
Historic volatility: 0.31
Parity: 0.35
Time value: 0.92
Break-even: 625.18
Moneyness: 1.07
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 4.96%
Delta: 0.69
Theta: -0.10
Omega: 2.90
Rho: 3.70
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+111.32%
3 Months  
+51.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.12 1.01
1M High / 1M Low: 1.12 0.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -