UBS Call 97 ABL 20.09.2024
/ CH1272024170
UBS Call 97 ABL 20.09.2024/ CH1272024170 /
| 8/2/2024 7:34:10 PM |
Chg.-0.010 |
Bid9:56:56 PM |
Ask9:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-0.76% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
97.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6JSX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.17 |
| Parity: |
0.50 |
| Time value: |
0.96 |
| Break-even: |
111.60 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.07 |
| Spread %: |
5.04% |
| Delta: |
0.63 |
| Theta: |
-0.12 |
| Omega: |
4.41 |
| Rho: |
0.07 |
Quote data
| Open: |
1.250 |
| High: |
1.390 |
| Low: |
1.190 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.31% |
| 1 Month |
|
|
+88.41% |
| 3 Months |
|
|
+15.04% |
| YTD |
|
|
-21.69% |
| 1 Year |
|
|
-29.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.870 |
| 1M High / 1M Low: |
1.310 |
0.610 |
| 6M High / 6M Low: |
2.500 |
0.610 |
| High (YTD): |
3/8/2024 |
2.500 |
| Low (YTD): |
7/18/2024 |
0.610 |
| 52W High: |
3/8/2024 |
2.500 |
| 52W Low: |
7/18/2024 |
0.610 |
| Avg. price 1W: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.366 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
240.09% |
| Volatility 6M: |
|
146.18% |
| Volatility 1Y: |
|
121.88% |
| Volatility 3Y: |
|
- |
