UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
| 8/16/2024 8:59:38 AM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
-
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: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
0.21 |
| Break-even: |
55.50 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.09 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+5.79% |
| YTD |
|
|
+141.51% |
| 1 Year |
|
|
+64.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.35 |
1.21 |
| 6M High / 6M Low: |
1.35 |
0.78 |
| High (YTD): |
8/7/2024 |
1.35 |
| Low (YTD): |
1/18/2024 |
0.36 |
| 52W High: |
8/7/2024 |
1.35 |
| 52W Low: |
11/20/2023 |
0.35 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.24% |
| Volatility 6M: |
|
95.18% |
| Volatility 1Y: |
|
106.89% |
| Volatility 3Y: |
|
- |
