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UBS Call 105 ABL 21.06.2024/  CH1198362571  /

EUWAX
2024-05-14  8:55:13 AM Chg.- Bid8:34:11 AM Ask8:34:11 AM Underlying Strike price Expiration date Option type
0.211EUR - 0.179
Bid Size: 5,000		 0.229
Ask Size: 5,000		 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: 38.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.88
Time value: 0.25
Break-even: 107.50
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 2.00
Spread abs.: 0.01
Spread %: 2.46%
Delta: 0.30
Theta: -0.07
Omega: 11.72
Rho: 0.03
 

Quote data

Open: 0.211
High: 0.211
Low: 0.211
Previous Close: 0.239
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.06%
1 Month
  -71.10%
3 Months
  -78.90%
YTD
  -78.47%
1 Year
  -85.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.211
1M High / 1M Low: 0.740 0.211
6M High / 6M Low: 1.650 0.211
High (YTD): 2024-03-08 1.650
Low (YTD): 2024-05-14 0.211
52W High: 2024-03-08 1.650
52W Low: 2024-05-14 0.211
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   0.927
Avg. volume 6M:   0.000
Avg. price 1Y:   0.906
Avg. volume 1Y:   0.000
Volatility 1M:   234.13%
Volatility 6M:   145.82%
Volatility 1Y:   140.35%
Volatility 3Y:   -