UBS Call 41 EBA 20.12.2024
/ CH1255642998
UBS Call 41 EBA 20.12.2024/ CH1255642998 /
8/16/2024 8:13:29 AM |
Chg.+0.010 |
Bid2:46:55 PM |
Ask2:46:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.440EUR |
+0.70% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
41.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL3ABA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/13/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.55 |
Historic volatility: |
0.22 |
Parity: |
1.24 |
Time value: |
0.18 |
Break-even: |
55.20 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.43% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.22 |
Rho: |
0.09 |
Quote data
Open: |
1.440 |
High: |
1.440 |
Low: |
1.440 |
Previous Close: |
1.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.70% |
3 Months |
|
|
+9.92% |
YTD |
|
|
+125.00% |
1 Year |
|
|
+61.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.490 |
1.380 |
6M High / 6M Low: |
1.490 |
0.960 |
High (YTD): |
8/6/2024 |
1.490 |
Low (YTD): |
1/18/2024 |
0.450 |
52W High: |
8/6/2024 |
1.490 |
52W Low: |
11/13/2023 |
0.420 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.242 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.916 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
66.45% |
Volatility 6M: |
|
77.10% |
Volatility 1Y: |
|
96.71% |
Volatility 3Y: |
|
- |