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UBS Call 120 ABL 21.06.2024/  CH1209951396  /

EUWAX
2024-05-15  9:35:59 AM Chg.0.000 Bid3:31:00 PM Ask3:31:00 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000		 0.050
Ask Size: 50,000		 ABBOTT LABS 120.00 - 2024-06-21 Call
 

Master data

WKN: UK565E
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 192.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.16
Parity: -2.38
Time value: 0.05
Break-even: 120.50
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 8.24
Spread abs.: 0.05
Spread %: 4,900.00%
Delta: 0.08
Theta: -0.03
Omega: 15.72
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.06%
3 Months
  -99.56%
YTD
  -99.64%
1 Year
  -99.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.106 0.001
6M High / 6M Low: 0.610 0.001
High (YTD): 2024-03-08 0.610
Low (YTD): 2024-05-14 0.001
52W High: 2023-07-24 0.750
52W Low: 2024-05-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   2,037.53%
Volatility 6M:   837.44%
Volatility 1Y:   602.53%
Volatility 3Y:   -