UBS Call 95 ABL 21.06.2024
/ CH1213894780
UBS Call 95 ABL 21.06.2024/ CH1213894780 /
| 2024-05-24 3:25:06 PM |
Chg.+0.010 |
Bid3:37:02 PM |
Ask3:37:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+1.09% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7Y7K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.16 |
| Parity: |
0.08 |
| Time value: |
0.88 |
| Break-even: |
104.60 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.57 |
| Theta: |
-0.17 |
| Omega: |
5.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.20% |
| 1 Month |
|
|
-27.34% |
| 3 Months |
|
|
-59.74% |
| YTD |
|
|
-43.98% |
| 1 Year |
|
|
-42.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.770 |
| 1M High / 1M Low: |
1.280 |
0.770 |
| 6M High / 6M Low: |
2.530 |
0.770 |
| High (YTD): |
2024-03-08 |
2.530 |
| Low (YTD): |
2024-05-21 |
0.770 |
| 52W High: |
2024-03-08 |
2.530 |
| 52W Low: |
2023-10-12 |
0.660 |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.517 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
125.48% |
| Volatility 6M: |
|
98.24% |
| Volatility 1Y: |
|
103.26% |
| Volatility 3Y: |
|
- |
