UBS Call 98 ABL 20.09.2024
/ DE000UM59964
UBS Call 98 ABL 20.09.2024/ DE000UM59964 /
| 8/16/2024 8:22:05 AM |
Chg.+0.100 |
Bid3:14:07 PM |
Ask3:14:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
98.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM5996 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.75 |
| Time value: |
0.50 |
| Break-even: |
110.50 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
4.41 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.68 |
| Theta: |
-0.38 |
| Omega: |
5.75 |
| Rho: |
0.02 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.250 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.92% |
| 3 Months |
|
|
+10.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.250 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
