UBS Call 45 EBA 20.12.2024
/ CH1255645496
UBS Call 45 EBA 20.12.2024/ CH1255645496 /
| 12/07/2024 21:55:57 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
0.47 |
| Time value: |
0.55 |
| Break-even: |
55.20 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.35 |
| Rho: |
0.11 |
Quote data
| Open: |
1.010 |
| High: |
1.040 |
| Low: |
0.980 |
| Previous Close: |
1.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+9.78% |
| YTD |
|
|
+129.55% |
| 1 Year |
|
|
+40.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.880 |
| 1M High / 1M Low: |
1.100 |
0.840 |
| 6M High / 6M Low: |
1.100 |
0.300 |
| High (YTD): |
19/06/2024 |
1.100 |
| Low (YTD): |
31/01/2024 |
0.300 |
| 52W High: |
19/06/2024 |
1.100 |
| 52W Low: |
08/11/2023 |
0.270 |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.635 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
109.92% |
| Volatility 6M: |
|
120.49% |
| Volatility 1Y: |
|
127.75% |
| Volatility 3Y: |
|
- |
