UBS Call 95 ABL 20.12.2024
/ CH1255634102
UBS Call 95 ABL 20.12.2024/ CH1255634102 /
| 2024-06-13 8:58:35 AM |
Chg.-0.11 |
Bid11:35:14 AM |
Ask11:35:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-7.91% |
1.27
Bid Size: 10,000 |
1.32
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: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-53.28% |
| YTD |
|
|
-34.69% |
| 1 Year |
|
|
-22.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.18 |
| 1M High / 1M Low: |
1.54 |
0.99 |
| 6M High / 6M Low: |
2.77 |
0.99 |
| High (YTD): |
2024-03-08 |
2.77 |
| Low (YTD): |
2024-05-30 |
0.99 |
| 52W High: |
2024-03-08 |
2.77 |
| 52W Low: |
2023-10-12 |
0.97 |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.82% |
| Volatility 6M: |
|
79.51% |
| Volatility 1Y: |
|
82.91% |
| Volatility 3Y: |
|
- |
