UBS Call 40 EBA 21.03.2025
/ CH1326152563
UBS Call 40 EBA 21.03.2025/ CH1326152563 /
16/08/2024 08:05:35 |
Chg.+0.030 |
Bid14:47:09 |
Ask14:47:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.580EUR |
+1.94% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
40.00 - |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
15/02/2024 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.42 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
1.34 |
Time value: |
0.22 |
Break-even: |
55.60 |
Moneyness: |
1.34 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
2.96 |
Rho: |
0.17 |
Quote data
Open: |
1.580 |
High: |
1.580 |
Low: |
1.580 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.64% |
3 Months |
|
|
+8.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.620 |
1.520 |
6M High / 6M Low: |
1.650 |
1.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.382 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.25% |
Volatility 6M: |
|
66.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |