UBS Call 115 ABL 20.12.2024
/ CH1227466971
UBS Call 115 ABL 20.12.2024/ CH1227466971 /
| 2024-05-03 8:10:54 AM |
Chg.-0.020 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.440
Bid Size: 5,000 |
0.490
Ask Size: 5,000 |
ABBOTT LABS |
115.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL13MX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-1.63 |
| Time value: |
0.48 |
| Break-even: |
119.80 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
7.03 |
| Rho: |
0.18 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-44.30% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-46.34% |
| 1 Year |
|
|
-66.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.790 |
0.450 |
| 6M High / 6M Low: |
1.370 |
0.310 |
| High (YTD): |
2024-03-08 |
1.370 |
| Low (YTD): |
2024-04-19 |
0.450 |
| 52W High: |
2024-03-08 |
1.370 |
| 52W Low: |
2023-11-10 |
0.310 |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.810 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
176.39% |
| Volatility 6M: |
|
120.58% |
| Volatility 1Y: |
|
118.33% |
| Volatility 3Y: |
|
- |
