UBS Call 93 ABL 20.09.2024
/ CH1297152758
UBS Call 93 ABL 20.09.2024/ CH1297152758 /
| 2024-07-31 8:15:21 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
93.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL7ZS3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
93.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.83 |
| Break-even: |
106.20 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.63 |
| Theta: |
-0.11 |
| Omega: |
4.70 |
| Rho: |
0.07 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.89% |
| 1 Month |
|
|
+9.57% |
| 3 Months |
|
|
-19.75% |
| YTD |
|
|
-36.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
0.91 |
| 1M High / 1M Low: |
1.43 |
0.91 |
| 6M High / 6M Low: |
2.79 |
0.91 |
| High (YTD): |
2024-03-08 |
2.79 |
| Low (YTD): |
2024-07-29 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.12% |
| Volatility 6M: |
|
130.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
