UBS Call 100 ABL 21.06.2024
/ CH1206669942
UBS Call 100 ABL 21.06.2024/ CH1206669942 /
2024-06-05 8:03:00 AM |
Chg.-0.010 |
Bid8:03:00 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-2.56% |
0.380 Bid Size: 5,000 |
- 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: |
25.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.16 |
Parity: |
-0.57 |
Time value: |
0.37 |
Break-even: |
103.70 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
6.67 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
0.39 |
Theta: |
-0.17 |
Omega: |
9.89 |
Rho: |
0.02 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+65.22% |
1 Month |
|
|
-44.93% |
3 Months |
|
|
-79.79% |
YTD |
|
|
-70.77% |
1 Year |
|
|
-71.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.230 |
1M High / 1M Low: |
0.710 |
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: |
|
0.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.471 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.223 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.147 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
256.31% |
Volatility 6M: |
|
144.39% |
Volatility 1Y: |
|
129.52% |
Volatility 3Y: |
|
- |