UBS Call 40 EBAY 20.09.2024
/ CH1302954545
UBS Call 40 EBAY 20.09.2024/ CH1302954545 /
| 7/16/2024 8:03:01 AM |
Chg.0.000 |
Bid8:03:01 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
0.00% |
1.290
Bid Size: 5,000 |
-
Ask Size: - |
eBay Inc |
40.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.30 |
| Time value: |
0.04 |
| Break-even: |
50.15 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.06 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.290 |
| Previous Close: |
1.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+8.40% |
| 3 Months |
|
|
+16.22% |
| YTD |
|
|
+108.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.190 |
| 1M High / 1M Low: |
1.450 |
1.160 |
| 6M High / 6M Low: |
1.450 |
0.440 |
| High (YTD): |
6/19/2024 |
1.450 |
| Low (YTD): |
1/31/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.57% |
| Volatility 6M: |
|
106.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
