UBS Call 40 EBA 21.03.2025
/ CH1326152563
UBS Call 40 EBA 21.03.2025/ CH1326152563 /
| 2024-07-29 11:01:40 AM |
Chg.+0.020 |
Bid11:07:30 AM |
Ask11:07:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+1.38% |
1.470
Bid Size: 10,000 |
1.490
Ask Size: 10,000 |
EBAY INC. DL... |
40.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM18UA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
0.99 |
| Time value: |
0.48 |
| Break-even: |
54.70 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.63 |
| Rho: |
0.15 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.470 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.80% |
| 3 Months |
|
|
+2.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.390 |
| 1M High / 1M Low: |
1.550 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
