UBS Call 95 ABL 21.06.2024
/ CH1213894780
UBS Call 95 ABL 21.06.2024/ CH1213894780 /
| 2024-05-02 9:04:56 AM |
Chg.- |
Bid8:03:00 AM |
Ask8:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
1.12
Bid Size: 5,000 |
1.17
Ask Size: 5,000 |
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: |
8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.16 |
| Parity: |
0.37 |
| Time value: |
0.75 |
| Break-even: |
106.20 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.62 |
| Theta: |
-0.09 |
| Omega: |
5.46 |
| Rho: |
0.07 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
-30.95% |
| 3 Months |
|
|
-42.00% |
| YTD |
|
|
-30.54% |
| 1 Year |
|
|
-47.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.16 |
| 1M High / 1M Low: |
1.68 |
1.07 |
| 6M High / 6M Low: |
2.49 |
0.70 |
| High (YTD): |
2024-03-08 |
2.49 |
| Low (YTD): |
2024-04-19 |
1.07 |
| 52W High: |
2024-03-08 |
2.49 |
| 52W Low: |
2023-10-12 |
0.66 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
136.77% |
| Volatility 6M: |
|
95.20% |
| Volatility 1Y: |
|
99.00% |
| Volatility 3Y: |
|
- |
