UBS Call 115 ABL 20.09.2024
/ CH1272024212
UBS Call 115 ABL 20.09.2024/ CH1272024212 /
| 2024-05-03 9:56:42 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-12.30% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
115.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL59GN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.63 |
| Time value: |
0.25 |
| Break-even: |
117.50 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
2.88% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
10.00 |
| Rho: |
0.09 |
Quote data
| Open: |
0.235 |
| High: |
0.270 |
| Low: |
0.213 |
| Previous Close: |
0.244 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.15% |
| 1 Month |
|
|
-61.79% |
| 3 Months |
|
|
-68.53% |
| YTD |
|
|
-67.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.244 |
| 1M High / 1M Low: |
0.590 |
0.244 |
| 6M High / 6M Low: |
1.180 |
0.225 |
| High (YTD): |
2024-03-08 |
1.180 |
| Low (YTD): |
2024-05-02 |
0.244 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.283 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.33% |
| Volatility 6M: |
|
149.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
