UBS Call 45 EBA 21.03.2025
/ CH1326152613
UBS Call 45 EBA 21.03.2025/ CH1326152613 /
| 29/07/2024 11:52:59 |
Chg.+0.020 |
Bid11:52:59 |
Ask11:52:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+1.83% |
1.110
Bid Size: 10,000 |
1.130
Ask Size: 10,000 |
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: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.61 |
| Break-even: |
56.00 |
| Moneyness: |
1.11 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.16 |
| Rho: |
0.15 |
Quote data
| Open: |
1.100 |
| High: |
1.110 |
| Low: |
1.080 |
| Previous Close: |
1.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
+3.74% |
| 3 Months |
|
|
+2.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.030 |
| 1M High / 1M Low: |
1.200 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
