UBS Call 98 ABL 21.03.2025/  DE000UM57307  /

UBS Investment Bank
1/24/2025  9:56:50 PM Chg.+0.180 Bid- Ask- Underlying Strike price Expiration date Option type
2.650EUR +7.29% -
Bid Size: -
-
Ask Size: -
ABBOTT LABS 98.00 - 3/21/2025 Call
 

Master data

WKN: UM5730
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 98.00 -
Maturity: 3/21/2025
Issue date: 6/3/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.11
Implied volatility: 0.76
Historic volatility: 0.18
Parity: 2.11
Time value: 0.52
Break-even: 124.30
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.33
Spread abs.: -0.02
Spread %: -0.75%
Delta: 0.79
Theta: -0.10
Omega: 3.60
Rho: 0.10
 

Quote data

Open: 2.460
High: 2.700
Low: 2.390
Previous Close: 2.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.58%
1 Month  
+54.07%
3 Months  
+48.04%
YTD  
+56.80%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.650 1.600
1M High / 1M Low: 2.650 1.420
6M High / 6M Low: 2.650 1.220
High (YTD): 1/24/2025 2.650
Low (YTD): 1/15/2025 1.420
52W High: - -
52W Low: - -
Avg. price 1W:   2.106
Avg. volume 1W:   0.000
Avg. price 1M:   1.738
Avg. volume 1M:   0.000
Avg. price 6M:   1.772
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.04%
Volatility 6M:   94.49%
Volatility 1Y:   -
Volatility 3Y:   -