UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
| 29/07/2024 08:56:10 |
Chg.+0.07 |
Bid10:42:31 |
Ask10:42:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+6.36% |
1.18
Bid Size: 10,000 |
1.20
Ask Size: 10,000 |
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: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.49 |
| Break-even: |
54.80 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
3.08 |
| Rho: |
0.10 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.54% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
+9.35% |
| YTD |
|
|
+120.75% |
| 1 Year |
|
|
+53.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.07 |
| 1M High / 1M Low: |
1.26 |
1.03 |
| 6M High / 6M Low: |
1.27 |
0.39 |
| High (YTD): |
20/06/2024 |
1.27 |
| Low (YTD): |
18/01/2024 |
0.36 |
| 52W High: |
20/06/2024 |
1.27 |
| 52W Low: |
20/11/2023 |
0.35 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.53% |
| Volatility 6M: |
|
107.63% |
| Volatility 1Y: |
|
104.74% |
| Volatility 3Y: |
|
- |
