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: |
|
- |
