UBS Call 98 ABL 17.01.2025
/ DE000UM6AKF4
UBS Call 98 ABL 17.01.2025/ DE000UM6AKF4 /
| 2024-11-15 7:29:55 PM |
Chg.+0.040 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
+2.25% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
98.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM6AKF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.17 |
| Parity: |
1.12 |
| Time value: |
0.63 |
| Break-even: |
115.50 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
4.47 |
| Rho: |
0.10 |
Quote data
| Open: |
1.670 |
| High: |
1.830 |
| Low: |
1.660 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.62% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+21.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.780 |
| 1M High / 1M Low: |
2.120 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
