UBS Call 95 ABL 20.12.2024
/ CH1255634102
UBS Call 95 ABL 20.12.2024/ CH1255634102 /
| 8/2/2024 7:30:51 PM |
Chg.0.000 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL26PM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
1.12 |
| Break-even: |
113.20 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
4.00% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
3.71 |
| Rho: |
0.19 |
Quote data
| Open: |
1.600 |
| High: |
1.790 |
| Low: |
1.550 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.70% |
| 1 Month |
|
|
+56.07% |
| 3 Months |
|
|
+14.38% |
| YTD |
|
|
-14.36% |
| 1 Year |
|
|
-18.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.250 |
| 1M High / 1M Low: |
1.670 |
0.990 |
| 6M High / 6M Low: |
2.800 |
0.990 |
| High (YTD): |
3/8/2024 |
2.800 |
| Low (YTD): |
7/18/2024 |
0.990 |
| 52W High: |
3/8/2024 |
2.800 |
| 52W Low: |
10/12/2023 |
0.970 |
| Avg. price 1W: |
|
1.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.667 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
159.82% |
| Volatility 6M: |
|
106.94% |
| Volatility 1Y: |
|
94.73% |
| Volatility 3Y: |
|
- |
