UBS Call 95 ABL 20.09.2024
/ CH1297152766
UBS Call 95 ABL 20.09.2024/ CH1297152766 /
| 2024-08-02 7:34:50 PM |
Chg.-0.010 |
Bid9:56:56 PM |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL75FH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.17 |
| Parity: |
0.71 |
| Time value: |
0.81 |
| Break-even: |
110.20 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.66 |
| Theta: |
-0.11 |
| Omega: |
4.44 |
| Rho: |
0.07 |
Quote data
| Open: |
1.430 |
| High: |
1.600 |
| Low: |
1.350 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.09% |
| 1 Month |
|
|
+61.54% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
-18.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.020 |
| 1M High / 1M Low: |
1.480 |
0.740 |
| 6M High / 6M Low: |
2.660 |
0.740 |
| High (YTD): |
2024-03-08 |
2.660 |
| Low (YTD): |
2024-07-18 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.53% |
| Volatility 6M: |
|
133.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
