UBS Call 95 ABL 21.03.2025
/ DE000UM6EWR6
UBS Call 95 ABL 21.03.2025/ DE000UM6EWR6 /
| 15/08/2024 08:21:36 |
Chg.+0.130 |
Bid21:56:58 |
Ask21:56:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+8.18% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM6EWR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
1.29 |
| Break-even: |
112.70 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
3.65 |
| Rho: |
0.28 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.720 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
+31.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.590 |
| 1M High / 1M Low: |
1.810 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
