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UBS Call 95 ABL 21.06.2024/  CH1213894780  /

Frankfurt Zert./UBS
05/06/2024  09:24:33 Chg.+0.020 Bid05/06/2024 Ask- Underlying Strike price Expiration date Option type
0.800EUR +2.56% 0.800
Bid Size: 5,000		 -
Ask Size: -		 ABBOTT LABS 95.00 - 21/06/2024 Call
 

Master data

WKN: UK7Y7K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 21/06/2024
Issue date: 03/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.19
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.16
Parity: 0.00
Time value: 0.78
Break-even: 102.80
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 4.98
Spread abs.: -0.03
Spread %: -3.70%
Delta: 0.54
Theta: -0.24
Omega: 6.64
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month
  -28.57%
3 Months
  -65.96%
YTD
  -51.81%
1 Year
  -50.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.640
1M High / 1M Low: 1.130 0.640
6M High / 6M Low: 2.530 0.640
High (YTD): 08/03/2024 2.530
Low (YTD): 31/05/2024 0.640
52W High: 08/03/2024 2.530
52W Low: 31/05/2024 0.640
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   1.618
Avg. volume 6M:   0.000
Avg. price 1Y:   1.493
Avg. volume 1Y:   0.000
Volatility 1M:   159.29%
Volatility 6M:   105.06%
Volatility 1Y:   106.74%
Volatility 3Y:   -