UBS Call 43 EBA 20.12.2024
/ CH1255643012
UBS Call 43 EBA 20.12.2024/ CH1255643012 /
8/16/2024 2:47:04 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.230EUR |
0.00% |
- 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: |
1.270 |
High: |
1.280 |
Low: |
1.230 |
Previous Close: |
1.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-5.38% |
3 Months |
|
|
+6.96% |
YTD |
|
|
+132.08% |
1 Year |
|
|
+59.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.310 |
1.160 |
6M High / 6M Low: |
1.310 |
0.800 |
High (YTD): |
8/9/2024 |
1.310 |
Low (YTD): |
1/17/2024 |
0.370 |
52W High: |
8/9/2024 |
1.310 |
52W Low: |
11/13/2023 |
0.340 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.789 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
59.45% |
Volatility 6M: |
|
90.22% |
Volatility 1Y: |
|
114.97% |
Volatility 3Y: |
|
- |