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UBS Call 45 EBA 20.12.2024/  CH1255645496  /

Frankfurt Zert./UBS
11/8/2024  3:19:01 PM Chg.+0.060 Bid3:34:42 PM Ask3:34:42 PM Underlying Strike price Expiration date Option type
1.640EUR +3.80% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 45.00 - 12/20/2024 Call
 

Master data

WKN: UL3H5S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.27
Implied volatility: 1.28
Historic volatility: 0.23
Parity: 1.27
Time value: 0.39
Break-even: 61.60
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.79
Theta: -0.09
Omega: 2.75
Rho: 0.03
 

Quote data

Open: 1.630
High: 1.640
Low: 1.620
Previous Close: 1.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.82%
1 Month
  -17.17%
3 Months  
+42.61%
YTD  
+272.73%
1 Year  
+412.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.370
1M High / 1M Low: 2.080 1.140
6M High / 6M Low: 2.080 0.770
High (YTD): 10/15/2024 2.080
Low (YTD): 1/18/2024 0.290
52W High: 10/15/2024 2.080
52W Low: 11/20/2023 0.280
Avg. price 1W:   1.512
Avg. volume 1W:   0.000
Avg. price 1M:   1.715
Avg. volume 1M:   0.000
Avg. price 6M:   1.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.932
Avg. volume 1Y:   0.000
Volatility 1M:   132.42%
Volatility 6M:   97.72%
Volatility 1Y:   111.61%
Volatility 3Y:   -