UBS Call 115 ABL 20.12.2024
/ CH1227466971
UBS Call 115 ABL 20.12.2024/ CH1227466971 /
| 5/17/2024 8:13:05 AM |
Chg.0.000 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
115.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL13MX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.85 |
| Time value: |
0.34 |
| Break-even: |
118.40 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
8.05 |
| Rho: |
0.14 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-56.34% |
| 3 Months |
|
|
-67.02% |
| YTD |
|
|
-62.20% |
| 1 Year |
|
|
-73.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.300 |
| 1M High / 1M Low: |
0.710 |
0.300 |
| 6M High / 6M Low: |
1.370 |
0.300 |
| High (YTD): |
3/8/2024 |
1.370 |
| Low (YTD): |
5/15/2024 |
0.300 |
| 52W High: |
3/8/2024 |
1.370 |
| 52W Low: |
5/15/2024 |
0.300 |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.775 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
172.41% |
| Volatility 6M: |
|
116.58% |
| Volatility 1Y: |
|
119.88% |
| Volatility 3Y: |
|
- |
