UBS Call 44 EBA 20.09.2024
/ CH1272022638
UBS Call 44 EBA 20.09.2024/ CH1272022638 /
| 16/08/2024 08:09:35 |
Chg.+0.030 |
Bid14:46:08 |
Ask14:46:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
44.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL6CL1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.94 |
| Time value: |
0.15 |
| Break-even: |
54.90 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
4.02 |
| Rho: |
0.02 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.110 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+13.27% |
| YTD |
|
|
+170.73% |
| 1 Year |
|
|
+73.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.150 |
1.040 |
| 6M High / 6M Low: |
1.150 |
0.660 |
| High (YTD): |
09/08/2024 |
1.150 |
| Low (YTD): |
16/01/2024 |
0.249 |
| 52W High: |
09/08/2024 |
1.150 |
| 52W Low: |
13/11/2023 |
0.242 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.647 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.45% |
| Volatility 6M: |
|
102.40% |
| Volatility 1Y: |
|
126.28% |
| Volatility 3Y: |
|
- |
