UBS Call 38 EBA 20.09.2024
/ DE000UL7ZAR6
UBS Call 38 EBA 20.09.2024/ DE000UL7ZAR6 /
05/09/2024 08:04:18 |
Chg.-0.83 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
4.91EUR |
-14.46% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
38.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL7ZAR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
20/09/2024 |
Issue date: |
05/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
10.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.26 |
Intrinsic value: |
15.20 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
15.20 |
Time value: |
-10.29 |
Break-even: |
42.91 |
Moneyness: |
1.40 |
Premium: |
-0.19 |
Premium p.a.: |
-0.99 |
Spread abs.: |
0.01 |
Spread %: |
0.20% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.91 |
High: |
4.91 |
Low: |
4.91 |
Previous Close: |
5.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.20% |
1 Month |
|
|
+2.08% |
3 Months |
|
|
+10.09% |
YTD |
|
|
+56.87% |
1 Year |
|
|
+54.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.74 |
4.92 |
1M High / 1M Low: |
5.74 |
4.80 |
6M High / 6M Low: |
5.74 |
4.00 |
High (YTD): |
04/09/2024 |
5.74 |
Low (YTD): |
16/01/2024 |
2.56 |
52W High: |
04/09/2024 |
5.74 |
52W Low: |
27/10/2023 |
2.19 |
Avg. price 1W: |
|
5.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.73 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
65.91% |
Volatility 6M: |
|
34.78% |
Volatility 1Y: |
|
53.64% |
Volatility 3Y: |
|
- |