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UBS Call 45 EBA 20.12.2024/  CH1255645496  /

EUWAX
2024-07-26  8:58:11 AM Chg.- Bid8:48:53 AM Ask8:48:53 AM Underlying Strike price Expiration date Option type
0.940EUR - 1.020
Bid Size: 5,000		 1.050
Ask Size: 5,000		 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: 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: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.09%
1 Month
  -2.08%
3 Months  
+2.17%
YTD  
+113.64%
1 Year  
+42.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.910
1M High / 1M Low: 1.100 0.870
6M High / 6M Low: 1.100 0.310
High (YTD): 2024-07-17 1.100
Low (YTD): 2024-01-18 0.290
52W High: 2024-07-17 1.100
52W Low: 2023-11-20 0.280
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.948
Avg. volume 1M:   0.000
Avg. price 6M:   0.811
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   93.93%
Volatility 6M:   118.51%
Volatility 1Y:   113.57%
Volatility 3Y:   -