UBS Call 97 ABL 20.12.2024
/ CH1255634110
UBS Call 97 ABL 20.12.2024/ CH1255634110 /
| 09/09/2024 09:00:52 |
Chg.+0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+6.88% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
97.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL28VS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
1.17 |
| Break-even: |
114.40 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.07 |
| Spread %: |
4.19% |
| Delta: |
0.64 |
| Theta: |
-0.07 |
| Omega: |
3.79 |
| Rho: |
0.14 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+16.33% |
| 3 Months |
|
|
+23.02% |
| YTD |
|
|
-6.56% |
| 1 Year |
|
|
+22.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.60 |
| 1M High / 1M Low: |
1.72 |
1.30 |
| 6M High / 6M Low: |
2.59 |
0.84 |
| High (YTD): |
08/03/2024 |
2.62 |
| Low (YTD): |
19/07/2024 |
0.84 |
| 52W High: |
08/03/2024 |
2.62 |
| 52W Low: |
19/07/2024 |
0.84 |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.64% |
| Volatility 6M: |
|
125.52% |
| Volatility 1Y: |
|
106.25% |
| Volatility 3Y: |
|
- |
