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UBS Call 95 ABL 20.12.2024/  CH1255634102  /

Frankfurt Zert./UBS
2024-06-13  11:51:37 AM Chg.-0.010 Bid2024-06-13 Ask2024-06-13 Underlying Strike price Expiration date Option type
1.270EUR -0.78% 1.270
Bid Size: 10,000		 1.320
Ask Size: 10,000		 ABBOTT LABS 95.00 - 2024-12-20 Call
 

Master data

WKN: UL26PM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.15
Implied volatility: 0.41
Historic volatility: 0.16
Parity: 0.15
Time value: 1.14
Break-even: 107.90
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.60
Theta: -0.03
Omega: 4.53
Rho: 0.24
 

Quote data

Open: 1.280
High: 1.280
Low: 1.270
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.79%
1 Month
  -6.62%
3 Months
  -53.14%
YTD
  -34.87%
1 Year
  -23.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.260
1M High / 1M Low: 1.550 1.050
6M High / 6M Low: 2.800 1.050
High (YTD): 2024-03-08 2.800
Low (YTD): 2024-05-29 1.050
52W High: 2024-03-08 2.800
52W Low: 2023-10-12 0.970
Avg. price 1W:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.253
Avg. volume 1M:   0.000
Avg. price 6M:   1.933
Avg. volume 6M:   0.000
Avg. price 1Y:   1.791
Avg. volume 1Y:   0.000
Volatility 1M:   124.81%
Volatility 6M:   83.47%
Volatility 1Y:   84.65%
Volatility 3Y:   -