UBS Call 120 ABT 21.03.2025/  CH1326137267  /

UBS Investment Bank
1/24/2025  9:56:49 PM Chg.+0.140 Bid- Ask- Underlying Strike price Expiration date Option type
0.720EUR +24.14% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 120.00 USD 3/21/2025 Call
 

Master data

WKN: UM2Q5Y
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 3/21/2025
Issue date: 2/15/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.10
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.48
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.48
Time value: 0.26
Break-even: 121.74
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.71
Theta: -0.04
Omega: 11.35
Rho: 0.12
 

Quote data

Open: 0.570
High: 0.760
Low: 0.530
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+271.13%
1 Month  
+140.00%
3 Months  
+63.64%
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.170
1M High / 1M Low: 0.720 0.143
6M High / 6M Low: 0.720 0.143
High (YTD): 1/24/2025 0.720
Low (YTD): 1/15/2025 0.143
52W High: - -
52W Low: - -
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   497.57%
Volatility 6M:   252.18%
Volatility 1Y:   -
Volatility 3Y:   -