UBS Call 97 ABL 20.09.2024
/ CH1272024170
UBS Call 97 ABL 20.09.2024/ CH1272024170 /
| 02/08/2024 21:56:56 |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+4.51% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
97.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.83 |
| Break-even: |
110.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.64 |
| Theta: |
-0.11 |
| Omega: |
4.84 |
| Rho: |
0.07 |
Quote data
| Open: |
1.260 |
| High: |
1.450 |
| Low: |
1.160 |
| Previous Close: |
1.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.09% |
| 1 Month |
|
|
+78.21% |
| 3 Months |
|
|
+19.83% |
| YTD |
|
|
-17.26% |
| 1 Year |
|
|
-25.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.860 |
| 1M High / 1M Low: |
1.330 |
0.570 |
| 6M High / 6M Low: |
2.480 |
0.570 |
| High (YTD): |
08/03/2024 |
2.480 |
| Low (YTD): |
18/07/2024 |
0.570 |
| 52W High: |
08/03/2024 |
2.480 |
| 52W Low: |
18/07/2024 |
0.570 |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.371 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
270.12% |
| Volatility 6M: |
|
153.85% |
| Volatility 1Y: |
|
125.51% |
| Volatility 3Y: |
|
- |
