UBS Call 45 EBA 20.12.2024
/ CH1255645496
UBS Call 45 EBA 20.12.2024/ CH1255645496 /
| 2024-07-05 7:35:22 PM |
Chg.+0.030 |
Bid9:53:21 PM |
Ask9:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
0.38 |
| Time value: |
0.58 |
| Break-even: |
54.60 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
6.67% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.41 |
| Rho: |
0.11 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-13.00% |
| 3 Months |
|
|
-8.42% |
| YTD |
|
|
+97.73% |
| 1 Year |
|
|
+38.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.840 |
| 1M High / 1M Low: |
1.110 |
0.840 |
| 6M High / 6M Low: |
1.110 |
0.290 |
| High (YTD): |
2024-06-19 |
1.110 |
| Low (YTD): |
2024-01-18 |
0.290 |
| 52W High: |
2024-06-19 |
1.110 |
| 52W Low: |
2023-11-20 |
0.280 |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.632 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.73% |
| Volatility 6M: |
|
114.20% |
| Volatility 1Y: |
|
116.97% |
| Volatility 3Y: |
|
- |
