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UBS Call 110 ABL 21.06.2024/  CH1209951370  /

Frankfurt Zert./UBS
2024-05-24  7:41:10 PM Chg.+0.012 Bid9:56:57 PM Ask9:56:57 PM Underlying Strike price Expiration date Option type
0.035EUR +52.17% -
Bid Size: -		 -
Ask Size: -		 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: 191.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -1.42
Time value: 0.05
Break-even: 110.50
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 5.86
Spread abs.: 0.02
Spread %: 47.06%
Delta: 0.11
Theta: -0.04
Omega: 20.72
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.043
Low: 0.025
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.53%
1 Month
  -85.04%
3 Months
  -96.85%
YTD
  -94.78%
1 Year
  -95.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.023
1M High / 1M Low: 0.234 0.023
6M High / 6M Low: 1.300 0.023
High (YTD): 2024-03-08 1.300
Low (YTD): 2024-05-23 0.023
52W High: 2024-03-08 1.300
52W Low: 2024-05-23 0.023
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   459.64%
Volatility 6M:   244.92%
Volatility 1Y:   204.29%
Volatility 3Y:   -