UBS Call 41 EBA 16.01.2026
/ CH1319892134
UBS Call 41 EBA 16.01.2026/ CH1319892134 /
2024-09-03 9:15:13 PM |
Chg.-0.030 |
Bid9:15:13 PM |
Ask9:15:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
-1.59% |
1.860 Bid Size: 20,000 |
1.920 Ask Size: 20,000 |
EBAY INC. DL... |
41.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2JSG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.50 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
1.24 |
Time value: |
0.71 |
Break-even: |
60.50 |
Moneyness: |
1.30 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
3.17% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
2.18 |
Rho: |
0.31 |
Quote data
Open: |
1.890 |
High: |
1.940 |
Low: |
1.850 |
Previous Close: |
1.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.11% |
1 Month |
|
|
+10.71% |
3 Months |
|
|
+20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.920 |
1.780 |
1M High / 1M Low: |
1.920 |
1.550 |
6M High / 6M Low: |
1.920 |
1.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.05% |
Volatility 6M: |
|
63.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |