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UBS Call 105 ABL 21.06.2024/  CH1198362571  /

Frankfurt Zert./UBS
2024-05-23  5:26:49 PM Chg.-0.055 Bid5:44:02 PM Ask5:44:02 PM Underlying Strike price Expiration date Option type
0.141EUR -28.06% 0.146
Bid Size: 50,000		 0.206
Ask Size: 50,000		 ABBOTT LABS 105.00 - 2024-06-21 Call
 

Master data

WKN: UK5G2C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.17
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -0.82
Time value: 0.20
Break-even: 107.01
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 2.52
Spread abs.: 0.01
Spread %: 5.24%
Delta: 0.29
Theta: -0.07
Omega: 13.76
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.188
Low: 0.117
Previous Close: 0.196
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.49%
1 Month
  -73.40%
3 Months
  -91.19%
YTD
  -85.46%
1 Year
  -88.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.233 0.112
1M High / 1M Low: 0.530 0.112
6M High / 6M Low: 1.680 0.112
High (YTD): 2024-03-08 1.680
Low (YTD): 2024-05-21 0.112
52W High: 2024-03-08 1.680
52W Low: 2024-05-21 0.112
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   356.49%
Volatility 6M:   194.50%
Volatility 1Y:   168.14%
Volatility 3Y:   -