UBS Call 44 EBA 20.12.2024
/ CH1255645488
UBS Call 44 EBA 20.12.2024/ CH1255645488 /
| 8/16/2024 8:59:39 AM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
44.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
0.94 |
| Time value: |
0.23 |
| Break-even: |
55.70 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
0.09 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+5.31% |
| YTD |
|
|
+147.92% |
| 1 Year |
|
|
+63.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.26 |
1.12 |
| 6M High / 6M Low: |
1.26 |
0.72 |
| High (YTD): |
8/7/2024 |
1.26 |
| Low (YTD): |
1/18/2024 |
0.32 |
| 52W High: |
8/7/2024 |
1.26 |
| 52W Low: |
11/13/2023 |
0.31 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.21% |
| Volatility 6M: |
|
98.56% |
| Volatility 1Y: |
|
111.00% |
| Volatility 3Y: |
|
- |
