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UBS Call 45 EBA 20.12.2024/  CH1255645496  /

UBS Investment Bank
2024-07-29  10:20:50 AM Chg.+0.010 Bid10:20:50 AM Ask10:20:50 AM Underlying Strike price Expiration date Option type
1.020EUR +0.99% 1.020
Bid Size: 10,000		 1.040
Ask Size: 10,000		 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: 1.020
High: 1.030
Low: 1.010
Previous Close: 1.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month  
+4.08%
3 Months  
+4.08%
YTD  
+131.82%
1 Year  
+56.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.940
1M High / 1M Low: 1.120 0.840
6M High / 6M Low: 1.120 0.300
High (YTD): 2024-07-16 1.120
Low (YTD): 2024-01-31 0.300
52W High: 2024-07-16 1.120
52W Low: 2023-11-08 0.270
Avg. price 1W:   0.976
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   0.818
Avg. volume 6M:   0.000
Avg. price 1Y:   0.642
Avg. volume 1Y:   0.000
Volatility 1M:   93.94%
Volatility 6M:   122.34%
Volatility 1Y:   122.48%
Volatility 3Y:   -