UBS Call 45 EBA 21.03.2025
/ CH1326152613
UBS Call 45 EBA 21.03.2025/ CH1326152613 /
| 2024-10-08 8:35:08 AM |
Chg.+0.020 |
Bid8:35:08 AM |
Ask8:35:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+0.97% |
2.090
Bid Size: 5,000 |
2.120
Ask Size: 5,000 |
EBAY INC. DL... |
45.00 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
1.54 |
| Time value: |
0.48 |
| Break-even: |
65.20 |
| Moneyness: |
1.34 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.42 |
| Rho: |
0.13 |
Quote data
| Open: |
2.120 |
| High: |
2.120 |
| Low: |
2.090 |
| Previous Close: |
2.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.03% |
| 1 Month |
|
|
+47.18% |
| 3 Months |
|
|
+111.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.920 |
| 1M High / 1M Low: |
2.070 |
1.460 |
| 6M High / 6M Low: |
2.070 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.53% |
| Volatility 6M: |
|
86.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
