UBS Call 115 ABL 16.01.2026
/ CH1319926478
UBS Call 115 ABL 16.01.2026/ CH1319926478 /
| 2024-06-13 8:50:37 AM |
Chg.-0.100 |
Bid1:03:02 PM |
Ask1:03:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-10.75% |
0.830
Bid Size: 10,000 |
0.930
Ask Size: 10,000 |
ABBOTT LABS |
115.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2B4F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-1.85 |
| Time value: |
0.88 |
| Break-even: |
123.80 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.53 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.70% |
| 1 Month |
|
|
-7.78% |
| 3 Months |
|
|
-56.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.730 |
| 1M High / 1M Low: |
1.010 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
