UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
| 8/9/2024 7:36:09 PM |
Chg.+0.070 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+5.65% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
43.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
0.49 |
| Break-even: |
56.70 |
| Moneyness: |
1.20 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
4.58% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
2.83 |
| Rho: |
0.09 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.240 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.97% |
| 1 Month |
|
|
+15.93% |
| 3 Months |
|
|
+39.36% |
| YTD |
|
|
+147.17% |
| 1 Year |
|
|
+84.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.210 |
| 1M High / 1M Low: |
1.330 |
1.080 |
| 6M High / 6M Low: |
1.330 |
0.410 |
| High (YTD): |
8/1/2024 |
1.330 |
| Low (YTD): |
1/18/2024 |
0.360 |
| 52W High: |
8/1/2024 |
1.330 |
| 52W Low: |
11/20/2023 |
0.350 |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.776 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
80.45% |
| Volatility 6M: |
|
99.58% |
| Volatility 1Y: |
|
104.74% |
| Volatility 3Y: |
|
- |
