UBS Call 45 EBA 16.01.2026
/ CH1319892175
UBS Call 45 EBA 16.01.2026/ CH1319892175 /
| 7/29/2024 12:52:57 PM |
Chg.+0.020 |
Bid7/29/2024 |
Ask7/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+1.53% |
1.330
Bid Size: 10,000 |
1.350
Ask Size: 10,000 |
EBAY INC. DL... |
45.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2SMA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.83 |
| Break-even: |
58.20 |
| Moneyness: |
1.11 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.33 |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.310 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.76% |
| 1 Month |
|
|
+2.31% |
| 3 Months |
|
|
+0.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.260 |
| 1M High / 1M Low: |
1.390 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
