UBS Call 45 EBA 20.12.2024
/ CH1255645496
UBS Call 45 EBA 20.12.2024/ CH1255645496 /
| 8/9/2024 9:55:23 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.22 |
| Parity: |
0.68 |
| Time value: |
0.46 |
| Break-even: |
56.40 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
5.56% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.29 |
| Rho: |
0.09 |
Quote data
| Open: |
1.110 |
| High: |
1.160 |
| Low: |
1.070 |
| Previous Close: |
1.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.89% |
| 1 Month |
|
|
+12.87% |
| 3 Months |
|
|
+40.74% |
| YTD |
|
|
+159.09% |
| 1 Year |
|
|
+80.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.000 |
| 1M High / 1M Low: |
1.140 |
0.940 |
| 6M High / 6M Low: |
1.140 |
0.320 |
| High (YTD): |
8/9/2024 |
1.140 |
| Low (YTD): |
1/31/2024 |
0.300 |
| 52W High: |
8/9/2024 |
1.140 |
| 52W Low: |
11/8/2023 |
0.270 |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.662 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.04% |
| Volatility 6M: |
|
117.44% |
| Volatility 1Y: |
|
121.99% |
| Volatility 3Y: |
|
- |
