UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
| 12/07/2024 19:26:09 |
Chg.+0.020 |
Bid21:53:37 |
Ask21:53:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+1.77% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
43.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL3CHG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
0.67 |
| Time value: |
0.51 |
| Break-even: |
54.80 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.11 |
Quote data
| Open: |
1.170 |
| High: |
1.180 |
| Low: |
1.130 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.75% |
| 1 Month |
|
|
-1.71% |
| 3 Months |
|
|
+10.58% |
| YTD |
|
|
+116.98% |
| 1 Year |
|
|
+38.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.020 |
| 1M High / 1M Low: |
1.270 |
0.990 |
| 6M High / 6M Low: |
1.270 |
0.360 |
| High (YTD): |
19/06/2024 |
1.270 |
| Low (YTD): |
18/01/2024 |
0.360 |
| 52W High: |
19/06/2024 |
1.270 |
| 52W Low: |
20/11/2023 |
0.350 |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.891 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.745 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
90.54% |
| Volatility 6M: |
|
103.57% |
| Volatility 1Y: |
|
107.37% |
| Volatility 3Y: |
|
- |
