UBS Call 95 ABL 20.12.2024
/ CH1255634102
UBS Call 95 ABL 20.12.2024/ CH1255634102 /
| 12/06/2024 21:55:07 |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-7.91% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
1.05 |
| Break-even: |
109.00 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
4.44 |
| Rho: |
0.25 |
Quote data
| Open: |
1.390 |
| High: |
1.450 |
| Low: |
1.250 |
| Previous Close: |
1.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-52.59% |
| YTD |
|
|
-34.36% |
| 1 Year |
|
|
-22.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.270 |
| 1M High / 1M Low: |
1.530 |
1.010 |
| 6M High / 6M Low: |
2.800 |
1.010 |
| High (YTD): |
08/03/2024 |
2.800 |
| Low (YTD): |
29/05/2024 |
1.010 |
| 52W High: |
08/03/2024 |
2.800 |
| 52W Low: |
12/10/2023 |
0.970 |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.936 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.792 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
118.58% |
| Volatility 6M: |
|
81.19% |
| Volatility 1Y: |
|
80.61% |
| Volatility 3Y: |
|
- |
