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UBS Call 110 ABL 21.06.2024/  CH1209951370  /

Frankfurt Zert./UBS
2024-05-23  5:31:14 PM Chg.-0.026 Bid6:04:06 PM Ask6:04:06 PM Underlying Strike price Expiration date Option type
0.021EUR -55.32% 0.024
Bid Size: 50,000		 0.084
Ask Size: 50,000		 ABBOTT LABS 110.00 - 2024-06-21 Call
 

Master data

WKN: UK6JJY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 161.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.16
Parity: -1.32
Time value: 0.06
Break-even: 110.60
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 4.33
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.13
Theta: -0.04
Omega: 20.26
Rho: 0.01
 

Quote data

Open: 0.033
High: 0.044
Low: 0.013
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -67.69%
1 Month
  -91.92%
3 Months
  -98.26%
YTD
  -96.87%
1 Year
  -97.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.029
1M High / 1M Low: 0.260 0.029
6M High / 6M Low: 1.300 0.029
High (YTD): 2024-03-08 1.300
Low (YTD): 2024-05-21 0.029
52W High: 2024-03-08 1.300
52W Low: 2024-05-21 0.029
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.621
Avg. volume 6M:   0.000
Avg. price 1Y:   0.626
Avg. volume 1Y:   0.000
Volatility 1M:   371.93%
Volatility 6M:   223.00%
Volatility 1Y:   191.49%
Volatility 3Y:   -