UBS Call 95 ABL 21.03.2025
/ DE000UM6EWR6
UBS Call 95 ABL 21.03.2025/ DE000UM6EWR6 /
| 1/24/2025 9:56:28 PM |
Chg.+0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+6.91% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6EWR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.18 |
| Parity: |
2.41 |
| Time value: |
0.49 |
| Break-even: |
124.00 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.02% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
3.34 |
| Rho: |
0.10 |
Quote data
| Open: |
2.740 |
| High: |
2.980 |
| Low: |
2.670 |
| Previous Close: |
2.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.74% |
| 1 Month |
|
|
+48.48% |
| 3 Months |
|
|
+44.12% |
| YTD |
|
|
+50.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
1.870 |
| 1M High / 1M Low: |
2.940 |
1.690 |
| 6M High / 6M Low: |
2.940 |
1.410 |
| High (YTD): |
1/24/2025 |
2.940 |
| Low (YTD): |
1/15/2025 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.84% |
| Volatility 6M: |
|
86.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |