UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
| 2024-07-05 9:52:24 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+5.05% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.24 |
| Parity: |
0.58 |
| Time value: |
0.52 |
| Break-even: |
54.00 |
| Moneyness: |
1.13 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
5.77% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.15 |
| Rho: |
0.11 |
Quote data
| Open: |
1.030 |
| High: |
1.040 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
-7.96% |
| 3 Months |
|
|
-4.59% |
| YTD |
|
|
+96.23% |
| 1 Year |
|
|
+44.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.990 |
| 1M High / 1M Low: |
1.260 |
0.990 |
| 6M High / 6M Low: |
1.260 |
0.370 |
| High (YTD): |
2024-06-19 |
1.260 |
| Low (YTD): |
2024-01-17 |
0.370 |
| 52W High: |
2024-06-19 |
1.260 |
| 52W Low: |
2023-11-13 |
0.340 |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.738 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.85% |
| Volatility 6M: |
|
114.08% |
| Volatility 1Y: |
|
119.69% |
| Volatility 3Y: |
|
- |
