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UBS Call 45 EBA 20.12.2024/  CH1255645496  /

Frankfurt Zert./UBS
29/07/2024  10:20:42 Chg.+0.040 Bid10:20:50 Ask10:20:50 Underlying Strike price Expiration date Option type
1.030EUR +4.04% 1.020
Bid Size: 10,000		 1.040
Ask Size: 10,000		 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: 4.89
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.49
Implied volatility: 0.60
Historic volatility: 0.22
Parity: 0.49
Time value: 0.53
Break-even: 55.20
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.69
Theta: -0.03
Omega: 3.39
Rho: 0.10
 

Quote data

Open: 1.020
High: 1.030
Low: 1.010
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+7.29%
3 Months  
+4.04%
YTD  
+134.09%
1 Year  
+58.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.930
1M High / 1M Low: 1.080 0.840
6M High / 6M Low: 1.110 0.310
High (YTD): 19/06/2024 1.110
Low (YTD): 18/01/2024 0.290
52W High: 19/06/2024 1.110
52W Low: 20/11/2023 0.280
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.950
Avg. volume 1M:   0.000
Avg. price 6M:   0.818
Avg. volume 6M:   0.000
Avg. price 1Y:   0.643
Avg. volume 1Y:   0.000
Volatility 1M:   82.37%
Volatility 6M:   113.66%
Volatility 1Y:   113.37%
Volatility 3Y:   -