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UBS Call 105 ABL 21.06.2024/  CH1198362571  /

EUWAX
29/05/2024  08:55:28 Chg.-0.084 Bid10:00:18 Ask10:00:18 Underlying Strike price Expiration date Option type
0.042EUR -66.67% 0.044
Bid Size: 5,000		 -
Ask Size: -		 ABBOTT LABS 105.00 - 21/06/2024 Call
 

Master data

WKN: UK5G2C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 21/06/2024
Issue date: 26/08/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.16
Parity: -1.10
Time value: 0.12
Break-even: 106.23
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 6.02
Spread abs.: 0.08
Spread %: 167.39%
Delta: 0.20
Theta: -0.07
Omega: 15.50
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.126
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.82%
1 Month
  -91.25%
3 Months
  -97.34%
YTD
  -95.71%
1 Year
  -96.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.102
1M High / 1M Low: 0.480 0.102
6M High / 6M Low: 1.650 0.102
High (YTD): 08/03/2024 1.650
Low (YTD): 22/05/2024 0.102
52W High: 08/03/2024 1.650
52W Low: 22/05/2024 0.102
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.894
Avg. volume 6M:   0.000
Avg. price 1Y:   0.861
Avg. volume 1Y:   0.000
Volatility 1M:   350.36%
Volatility 6M:   193.61%
Volatility 1Y:   167.81%
Volatility 3Y:   -