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UBS Call 44 EBA 20.12.2024/  CH1255645488  /

Frankfurt Zert./UBS
29/07/2024  12:54:39 Chg.+0.040 Bid29/07/2024 Ask29/07/2024 Underlying Strike price Expiration date Option type
1.110EUR +3.74% 1.110
Bid Size: 10,000		 1.130
Ask Size: 10,000		 EBAY INC. DL... 44.00 - 20/12/2024 Call
 

Master data

WKN: UL205U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/12/2024
Issue date: 13/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.59
Implied volatility: 0.63
Historic volatility: 0.22
Parity: 0.59
Time value: 0.51
Break-even: 55.00
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.71
Theta: -0.03
Omega: 3.22
Rho: 0.10
 

Quote data

Open: 1.100
High: 1.110
Low: 1.090
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month  
+6.73%
3 Months  
+4.72%
YTD  
+126.53%
1 Year  
+60.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 1.010
1M High / 1M Low: 1.160 0.920
6M High / 6M Low: 1.200 0.350
High (YTD): 19/06/2024 1.200
Low (YTD): 16/01/2024 0.320
52W High: 19/06/2024 1.200
52W Low: 20/11/2023 0.310
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   1.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.884
Avg. volume 6M:   0.000
Avg. price 1Y:   0.697
Avg. volume 1Y:   0.000
Volatility 1M:   75.99%
Volatility 6M:   106.37%
Volatility 1Y:   108.99%
Volatility 3Y:   -