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UBS Call 45 EBA 20.12.2024/  CH1255645496  /

UBS Investment Bank
2024-06-27  5:59:21 PM Chg.-0.050 Bid5:59:21 PM Ask5:59:21 PM Underlying Strike price Expiration date Option type
0.920EUR -5.15% 0.920
Bid Size: 50,000		 0.980
Ask Size: 50,000		 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: 4.88
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.53
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 0.53
Time value: 0.50
Break-even: 55.30
Moneyness: 1.12
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 6.19%
Delta: 0.70
Theta: -0.02
Omega: 3.43
Rho: 0.12
 

Quote data

Open: 0.980
High: 0.980
Low: 0.900
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -11.54%
3 Months
  -3.16%
YTD  
+109.09%
1 Year  
+37.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.970
1M High / 1M Low: 1.100 0.840
6M High / 6M Low: 1.100 0.300
High (YTD): 2024-06-19 1.100
Low (YTD): 2024-01-31 0.300
52W High: 2024-06-19 1.100
52W Low: 2023-11-08 0.270
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.976
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   118.95%
Volatility 6M:   122.33%
Volatility 1Y:   127.82%
Volatility 3Y:   -