UBS Call 95 ABL 16.01.2026
/ DE000UM6F8R3
UBS Call 95 ABL 16.01.2026/ DE000UM6F8R3 /
| 11/15/2024 7:29:44 PM |
Chg.+0.040 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
+1.57% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM6F8R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
6/3/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.42 |
| Time value: |
1.10 |
| Break-even: |
120.20 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.23 |
| Rho: |
0.66 |
Quote data
| Open: |
2.460 |
| High: |
2.600 |
| Low: |
2.440 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
+18.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.550 |
| 1M High / 1M Low: |
2.790 |
2.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
