UBS Call 41 EBA 20.09.2024
/ CH1297154036
UBS Call 41 EBA 20.09.2024/ CH1297154036 /
8/16/2024 8:11:01 AM |
Chg.+0.020 |
Bid2:54:29 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
+1.48% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
41.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL74ZM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
1.24 |
Implied volatility: |
1.19 |
Historic volatility: |
0.22 |
Parity: |
1.24 |
Time value: |
0.10 |
Break-even: |
54.40 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.09 |
Omega: |
3.50 |
Rho: |
0.02 |
Quote data
Open: |
1.370 |
High: |
1.370 |
Low: |
1.370 |
Previous Close: |
1.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.48% |
3 Months |
|
|
+11.38% |
YTD |
|
|
+144.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.420 |
1.310 |
6M High / 6M Low: |
1.420 |
0.890 |
High (YTD): |
8/9/2024 |
1.420 |
Low (YTD): |
1/16/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.368 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.79% |
Volatility 6M: |
|
83.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |