UBS Call 95 ABL 21.06.2024
/ CH1213894780
UBS Call 95 ABL 21.06.2024/ CH1213894780 /
| 5/17/2024 9:45:34 AM |
Chg.+0.010 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/3/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.16 |
| Parity: |
0.15 |
| Time value: |
0.84 |
| Break-even: |
104.90 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.58 |
| Theta: |
-0.13 |
| Omega: |
5.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
-37.75% |
| 3 Months |
|
|
-51.04% |
| YTD |
|
|
-43.71% |
| 1 Year |
|
|
-53.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.880 |
| 1M High / 1M Low: |
1.510 |
0.880 |
| 6M High / 6M Low: |
2.490 |
0.880 |
| High (YTD): |
3/8/2024 |
2.490 |
| Low (YTD): |
5/15/2024 |
0.880 |
| 52W High: |
3/8/2024 |
2.490 |
| 52W Low: |
10/12/2023 |
0.660 |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.542 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
132.38% |
| Volatility 6M: |
|
90.80% |
| Volatility 1Y: |
|
100.16% |
| Volatility 3Y: |
|
- |
