UBS Call 95 ABL 21.06.2024
/ CH1213894780
UBS Call 95 ABL 21.06.2024/ CH1213894780 /
| 2024-06-05 9:16:52 AM |
Chg.-0.010 |
Bid9:16:52 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.800
Bid Size: 5,000 |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| 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: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.59% |
| 1 Month |
|
|
-27.93% |
| 3 Months |
|
|
-65.22% |
| YTD |
|
|
-51.81% |
| 1 Year |
|
|
-50.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.590 |
| 1M High / 1M Low: |
1.130 |
0.590 |
| 6M High / 6M Low: |
2.510 |
0.590 |
| High (YTD): |
2024-03-08 |
2.510 |
| Low (YTD): |
2024-05-29 |
0.590 |
| 52W High: |
2024-03-08 |
2.510 |
| 52W Low: |
2024-05-29 |
0.590 |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.494 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
150.82% |
| Volatility 6M: |
|
103.08% |
| Volatility 1Y: |
|
101.43% |
| Volatility 3Y: |
|
- |
