UBS Call 97 ABL 21.06.2024
/ CH1213894798
UBS Call 97 ABL 21.06.2024/ CH1213894798 /
| 2024-05-24 3:15:16 PM |
Chg.+0.010 |
Bid3:34:54 PM |
Ask3:34:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
97.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7GCY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.16 |
| Parity: |
-0.12 |
| Time value: |
0.78 |
| Break-even: |
104.80 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
2.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.53 |
| Theta: |
-0.16 |
| Omega: |
6.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.750 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-65.60% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
-50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.600 |
| 1M High / 1M Low: |
1.050 |
0.600 |
| 6M High / 6M Low: |
2.350 |
0.600 |
| High (YTD): |
2024-03-08 |
2.350 |
| Low (YTD): |
2024-05-21 |
0.600 |
| 52W High: |
2024-03-08 |
2.350 |
| 52W Low: |
2023-10-12 |
0.580 |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.374 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.66% |
| Volatility 6M: |
|
112.44% |
| Volatility 1Y: |
|
113.51% |
| Volatility 3Y: |
|
- |
