UBS Call 45 EBA 20.12.2024
/ CH1255645496
UBS Call 45 EBA 20.12.2024/ CH1255645496 /
| 16/10/2024 21:53:27 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.22 |
| Parity: |
1.66 |
| Time value: |
0.42 |
| Break-even: |
65.80 |
| Moneyness: |
1.37 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
2.41 |
| Rho: |
0.05 |
Quote data
| Open: |
2.060 |
| High: |
2.080 |
| Low: |
2.030 |
| Previous Close: |
2.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.48% |
| 1 Month |
|
|
+15.73% |
| 3 Months |
|
|
+83.93% |
| YTD |
|
|
+368.18% |
| 1 Year |
|
|
+303.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.980 |
| 1M High / 1M Low: |
2.070 |
1.640 |
| 6M High / 6M Low: |
2.070 |
0.660 |
| High (YTD): |
15/10/2024 |
2.070 |
| Low (YTD): |
31/01/2024 |
0.300 |
| 52W High: |
15/10/2024 |
2.070 |
| 52W Low: |
08/11/2023 |
0.270 |
| Avg. price 1W: |
|
2.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.844 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
68.40% |
| Volatility 6M: |
|
96.72% |
| Volatility 1Y: |
|
120.98% |
| Volatility 3Y: |
|
- |
