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: |
|
- |