UBS Call 95 ABL 20.09.2024
/ CH1297152766
UBS Call 95 ABL 20.09.2024/ CH1297152766 /
| 8/15/2024 8:26:26 AM |
Chg.+0.160 |
Bid9:56:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+12.80% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.87 |
| Break-even: |
108.50 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
4.65 |
| Rho: |
0.05 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.410 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+48.42% |
| 3 Months |
|
|
+23.68% |
| YTD |
|
|
-22.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.240 |
| 1M High / 1M Low: |
1.480 |
0.740 |
| 6M High / 6M Low: |
2.660 |
0.740 |
| High (YTD): |
3/8/2024 |
2.660 |
| Low (YTD): |
7/18/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.65% |
| Volatility 6M: |
|
133.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
