UBS Call 120 ABL 16.01.2026
/ CH1319926486
UBS Call 120 ABL 16.01.2026/ CH1319926486 /
| 2024-09-20 7:31:38 PM |
Chg.0.000 |
Bid9:54:03 PM |
Ask9:54:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
120.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2CYL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-1.81 |
| Time value: |
0.96 |
| Break-even: |
129.60 |
| Moneyness: |
0.85 |
| Premium: |
0.27 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
4.63 |
| Rho: |
0.46 |
Quote data
| Open: |
0.920 |
| High: |
0.960 |
| Low: |
0.920 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.55% |
| 1 Month |
|
|
+5.62% |
| 3 Months |
|
|
+27.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.940 |
| 1M High / 1M Low: |
1.140 |
0.890 |
| 6M High / 6M Low: |
1.260 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.42% |
| Volatility 6M: |
|
113.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
