UBS Call 95 ABL 20.09.2024/  CH1297152766  /

Frankfurt Zert./UBS
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:   -