No one really knows. A lot of the building stones, e.g. nucleic acids, hydrocarbons and amino acids are spontaneously created in abiotic environments from much simpler molecules in the presence of heat, uv-radiation and pressure.
The leap to a self-replicating entity is huge, however, and of infinitesimal low probability. But then again, the universe IS pretty big and did have a lot of time….
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