UBS Call 98 ABL 21.03.2025
/ DE000UM57307
UBS Call 98 ABL 21.03.2025/ DE000UM57307 /
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: |
|
- |