UBS Call 89 ABEC 20.12.2024
/ CH1252606780
UBS Call 89 ABEC 20.12.2024/ CH1252606780 /
| 10/10/2024 2:29:52 PM |
Chg.- |
Bid8:06:17 AM |
Ask8:06:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.83EUR |
- |
6.85
Bid Size: 50,000 |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
89.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL2FU8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.06 |
| Intrinsic value: |
6.00 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.25 |
| Parity: |
6.00 |
| Time value: |
0.90 |
| Break-even: |
158.00 |
| Moneyness: |
1.67 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
1.02% |
| Delta: |
0.87 |
| Theta: |
-0.15 |
| Omega: |
1.88 |
| Rho: |
0.12 |
Quote data
| Open: |
6.83 |
| High: |
6.83 |
| Low: |
6.83 |
| Previous Close: |
6.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.74% |
| 1 Month |
|
|
+22.18% |
| 3 Months |
|
|
-29.80% |
| YTD |
|
|
+30.84% |
| 1 Year |
|
|
+21.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.34 |
6.83 |
| 1M High / 1M Low: |
7.34 |
5.59 |
| 6M High / 6M Low: |
9.73 |
5.58 |
| High (YTD): |
7/11/2024 |
9.73 |
| Low (YTD): |
3/7/2024 |
4.49 |
| 52W High: |
7/11/2024 |
9.73 |
| 52W Low: |
10/27/2023 |
4.05 |
| Avg. price 1W: |
|
7.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.23% |
| Volatility 6M: |
|
61.46% |
| Volatility 1Y: |
|
62.41% |
| Volatility 3Y: |
|
- |
