UBS Call 45 EBA 21.03.2025
/ CH1326152613
UBS Call 45 EBA 21.03.2025/ CH1326152613 /
| 12/11/2024 19:35:38 |
Chg.-0.100 |
Bid21:50:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
-5.85% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2D09 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.23 |
| Parity: |
1.35 |
| Time value: |
0.38 |
| Break-even: |
62.30 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.73 |
| Rho: |
0.11 |
Quote data
| Open: |
1.700 |
| High: |
1.730 |
| Low: |
1.600 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.87% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
+36.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.520 |
| 1M High / 1M Low: |
2.190 |
1.260 |
| 6M High / 6M Low: |
2.190 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.29% |
| Volatility 6M: |
|
86.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
