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UBS Call 43 EBA 20.12.2024/  CH1255643012  /

UBS Investment Bank
2024-07-29  9:32:01 AM Chg.0.000 Bid9:32:01 AM Ask9:32:01 AM Underlying Strike price Expiration date Option type
1.170EUR 0.00% 1.170
Bid Size: 5,000		 1.200
Ask Size: 5,000		 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: 4.23
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: 1.170
High: 1.180
Low: 1.170
Previous Close: 1.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+2.63%
3 Months  
+3.54%
YTD  
+120.75%
1 Year  
+56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.100
1M High / 1M Low: 1.260 0.990
6M High / 6M Low: 1.260 0.380
High (YTD): 2024-07-16 1.260
Low (YTD): 2024-01-17 0.370
52W High: 2024-07-16 1.260
52W Low: 2023-11-13 0.340
Avg. price 1W:   1.134
Avg. volume 1W:   0.000
Avg. price 1M:   1.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   81.89%
Volatility 6M:   114.29%
Volatility 1Y:   113.89%
Volatility 3Y:   -