UBS/CALL/ABB LTD/40.005/0.2/20.12.24 Share Price

Warrant

RABBPU

CH1238020395

Market Closed - Swiss Exchange 16:20:00 05/07/2024 BST
2.133 CHF -4.65% Intraday chart for UBS/CALL/ABB LTD/40.005/0.2/20.12.24
Current month+0.90%
1 month-1.75%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart ABB LTD
Chart UBS/CALL/ABB LTD/40.005/0.2/20.12.24
Date Price Change
05/07/24 2.133 -4.65%
04/07/24 2.237 +1.73%
03/07/24 2.199 +3.82%
02/07/24 2.118 -4.42%
01/07/24 2.216 +4.82%

Delayed Quote Swiss Exchange

Last update July 05, 2024 at 04:20 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying ABB LTD
Issuer UBS
RABBPU
ISINCH1238020395
Date issued 09/01/2023
Strike 40 CHF
Maturity 20/12/2024 (168 Days)
Parity 5 : 1
Emission price 0.16 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 2.445 CHF
Lowest since issue 0.071 CHF
Delta0.89x
Omega 4.152
Premium1.76x
Gearing4.69x
Moneyness 1.243
Difference Strike -9.725 CHF
Difference Strike %-24.31%
Spread 0.025 CHF
Spread %1.17%
Theoretical value 2.121
Implied Volatility 30.02 %
Total Loss Probability 15.90 %
Intrinsic value 1.945
Present value 0.1755
Break even 50.61 CHF
Theta-0.01x
Vega0.01x
Rho0.03x

Company Profile

ABB Ltd is one of the world's leaders in the design, production and marketing of industrial equipment. Net sales break down by family of products and services as follows: - electrical transmission and distribution products and systems (67.2%): transformers, medium-voltage electrical distribution systems (circuit breakers, switches, fuses, transducers, etc.), high-voltage electrical distribution systems (condensers, switches, etc.), and automated systems for use in electrical plants. ABB Ltd also offers turnkey installation services for transmission systems; - automation systems (30.6%): electrical protection systems and instruments for measuring and controlling fluids, production process control systems (primarily for the oil and gas, chemical and pharmaceutical, marine, mining, and paper industries). The group also manufactures and markets robots and modular systems; - other (2.2%). Net sales are distributed geographically as follows: Europe (35.9%), China (13.9%), Asia/Middle East/Africa (15.8%), the United States (25.6%) and Americas (8.8%).
Sector
-
More about the company

Ratings for ABB Ltd

Trading Rating
Investor Rating
ESG Refinitiv
B-
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Consensus: ABB Ltd

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
19
Last Close Price
55.41 USD
Average target price
49.92 USD
Spread / Average Target
-9.91%
Consensus
  1. Stock Market
  2. Warrants
  3. RABBPU Warrant