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: |
|
- |
