UBS Call 40 EBAY 20.09.2024
/ CH1302954545
UBS Call 40 EBAY 20.09.2024/ CH1302954545 /
| 14/08/2024 21:51:57 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+0.69% |
-
Bid Size: - |
-
Ask Size: - |
eBay Inc |
40.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
UL9DJ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.21 |
| Parity: |
1.43 |
| Time value: |
0.07 |
| Break-even: |
51.38 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.17% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.03 |
Quote data
| Open: |
1.440 |
| High: |
1.520 |
| Low: |
1.420 |
| Previous Close: |
1.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.07% |
| 1 Month |
|
|
+8.21% |
| 3 Months |
|
|
+21.85% |
| YTD |
|
|
+133.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.380 |
| 1M High / 1M Low: |
1.500 |
1.260 |
| 6M High / 6M Low: |
1.500 |
0.520 |
| High (YTD): |
09/08/2024 |
1.500 |
| Low (YTD): |
31/01/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.18% |
| Volatility 6M: |
|
94.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
