UBS Call 40 EBAY 20.09.2024
/ CH1302954545
UBS Call 40 EBAY 20.09.2024/ CH1302954545 /
| 2024-07-30 8:55:08 AM |
Chg.+0.01 |
Bid4:44:12 PM |
Ask4:44:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+0.74% |
1.45
Bid Size: 20,000 |
-
Ask Size: - |
eBay Inc |
40.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.04 |
| Break-even: |
50.87 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.05 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.38% |
| 1 Month |
|
|
+3.79% |
| 3 Months |
|
|
+7.03% |
| YTD |
|
|
+120.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.23 |
| 1M High / 1M Low: |
1.43 |
1.19 |
| 6M High / 6M Low: |
1.46 |
0.45 |
| High (YTD): |
2024-06-20 |
1.46 |
| Low (YTD): |
2024-01-18 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.28% |
| Volatility 6M: |
|
101.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
