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UBS Call 43 EBA 20.12.2024/  CH1255643012  /

Frankfurt Zert./UBS
2024-06-27  5:26:09 PM Chg.-0.030 Bid6:08:26 PM Ask6:08:26 PM Underlying Strike price Expiration date Option type
1.080EUR -2.70% 1.080
Bid Size: 50,000		 1.140
Ask Size: 50,000		 EBAY INC. DL... 43.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.73
Implied volatility: 0.57
Historic volatility: 0.24
Parity: 0.73
Time value: 0.46
Break-even: 54.90
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 5.31%
Delta: 0.74
Theta: -0.02
Omega: 3.12
Rho: 0.12
 

Quote data

Open: 1.110
High: 1.110
Low: 1.060
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -10.00%
3 Months     0.00%
YTD  
+103.77%
1 Year  
+44.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 1.110
1M High / 1M Low: 1.270 1.000
6M High / 6M Low: 1.270 0.360
High (YTD): 2024-06-19 1.270
Low (YTD): 2024-01-18 0.360
52W High: 2024-06-19 1.270
52W Low: 2023-11-20 0.350
Avg. price 1W:   1.164
Avg. volume 1W:   0.000
Avg. price 1M:   1.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   103.62%
Volatility 6M:   106.26%
Volatility 1Y:   108.29%
Volatility 3Y:   -