UBS Call 41 EBA 20.12.2024
/ CH1255642998
UBS Call 41 EBA 20.12.2024/ CH1255642998 /
| 2024-07-29 8:56:10 AM |
Chg.+0.08 |
Bid11:52:59 AM |
Ask11:52:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+6.35% |
1.35
Bid Size: 10,000 |
1.37
Ask Size: 10,000 |
EBAY INC. DL... |
41.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.22 |
| Parity: |
0.89 |
| Time value: |
0.45 |
| Break-even: |
54.40 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
2.83 |
| Rho: |
0.10 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.88% |
| 1 Month |
|
|
+4.69% |
| 3 Months |
|
|
+9.84% |
| YTD |
|
|
+109.38% |
| 1 Year |
|
|
+54.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.23 |
| 1M High / 1M Low: |
1.43 |
1.19 |
| 6M High / 6M Low: |
1.44 |
0.48 |
| High (YTD): |
2024-06-20 |
1.44 |
| Low (YTD): |
2024-01-16 |
0.44 |
| 52W High: |
2024-06-20 |
1.44 |
| 52W Low: |
2023-11-13 |
0.42 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.02% |
| Volatility 6M: |
|
98.07% |
| Volatility 1Y: |
|
96.82% |
| Volatility 3Y: |
|
- |
