UBS Call 44 EBA 20.12.2024
/ CH1255645488
UBS Call 44 EBA 20.12.2024/ CH1255645488 /
2024-08-16 2:54:07 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
-0.86% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
44.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-03-13 |
Last trading day: |
2024-08-20 |
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: |
1.180 |
High: |
1.200 |
Low: |
1.140 |
Previous Close: |
1.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-4.96% |
3 Months |
|
|
+7.48% |
YTD |
|
|
+139.58% |
1 Year |
|
|
+57.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.230 |
1.080 |
6M High / 6M Low: |
1.230 |
0.730 |
High (YTD): |
2024-08-09 |
1.230 |
Low (YTD): |
2024-01-31 |
0.340 |
52W High: |
2024-08-09 |
1.230 |
52W Low: |
2023-11-08 |
0.300 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.162 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.011 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.730 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
65.42% |
Volatility 6M: |
|
94.31% |
Volatility 1Y: |
|
120.15% |
Volatility 3Y: |
|
- |