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: |
|
- |