UBS Call 100 ABL 21.06.2024
/ CH1206669942
UBS Call 100 ABL 21.06.2024/ CH1206669942 /
| 2024-06-11 8:45:02 PM |
Chg.-0.150 |
Bid8:45:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-20.55% |
0.580
Bid Size: 50,000 |
-
Ask Size: - |
ABBOTT LABS |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK49PZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.16 |
| Parity: |
-0.01 |
| Time value: |
0.73 |
| Break-even: |
107.30 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
12.74 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.54 |
| Theta: |
-0.37 |
| Omega: |
7.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.730 |
| Low: |
0.550 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.72% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-71.00% |
| YTD |
|
|
-55.38% |
| 1 Year |
|
|
-49.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.370 |
| 1M High / 1M Low: |
0.740 |
0.230 |
| 6M High / 6M Low: |
2.080 |
0.230 |
| High (YTD): |
2024-03-08 |
2.080 |
| Low (YTD): |
2024-05-29 |
0.230 |
| 52W High: |
2024-03-08 |
2.080 |
| 52W Low: |
2024-05-29 |
0.230 |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.137 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
345.76% |
| Volatility 6M: |
|
169.97% |
| Volatility 1Y: |
|
144.36% |
| Volatility 3Y: |
|
- |
