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UBS Call 95 ABL 21.06.2024/  CH1213894780  /

Frankfurt Zert./UBS
2024-06-06  12:56:00 PM Chg.+0.010 Bid12:58:06 PM Ask- Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.780
Bid Size: 10,000		 -
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: 12.33
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.16
Parity: -0.01
Time value: 0.77
Break-even: 102.70
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 5.78
Spread abs.: -0.02
Spread %: -2.53%
Delta: 0.54
Theta: -0.26
Omega: 6.68
Rho: 0.02
 

Quote data

Open: 0.780
High: 0.790
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.86%
1 Month
  -27.10%
3 Months
  -67.23%
YTD
  -53.01%
1 Year
  -49.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.640
1M High / 1M Low: 1.130 0.640
6M High / 6M Low: 2.530 0.640
High (YTD): 2024-03-08 2.530
Low (YTD): 2024-05-31 0.640
52W High: 2024-03-08 2.530
52W Low: 2024-05-31 0.640
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   1.614
Avg. volume 6M:   0.000
Avg. price 1Y:   1.490
Avg. volume 1Y:   0.000
Volatility 1M:   155.45%
Volatility 6M:   104.92%
Volatility 1Y:   106.61%
Volatility 3Y:   -