UBS Call 550 ADBE 20.12.2024
/ CH1329501840
UBS Call 550 ADBE 20.12.2024/ CH1329501840 /
8/30/2024 9:59:56 AM |
Chg.+0.070 |
Bid12:40:03 PM |
Ask12:40:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+14.00% |
0.580 Bid Size: 20,000 |
0.590 Ask Size: 20,000 |
Adobe Inc |
550.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
UM249W |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
0.18 |
Time value: |
0.38 |
Break-even: |
552.38 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.63 |
Theta: |
-0.22 |
Omega: |
5.75 |
Rho: |
0.82 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.00% |
1 Month |
|
|
+39.02% |
3 Months |
|
|
+277.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.480 |
1M High / 1M Low: |
0.530 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |