UBS Call 45 EBAY 17.01.2025
/ CH1304619641
UBS Call 45 EBAY 17.01.2025/ CH1304619641 /
| 26/09/2024 19:36:07 |
Chg.-0.060 |
Bid21:52:04 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
eBay Inc |
45.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9QR2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
1.72 |
| Time value: |
0.09 |
| Break-even: |
58.53 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.11 |
Quote data
| Open: |
1.820 |
| High: |
1.840 |
| Low: |
1.750 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
+28.68% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
+280.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.680 |
| 1M High / 1M Low: |
1.860 |
1.270 |
| 6M High / 6M Low: |
1.860 |
0.710 |
| High (YTD): |
24/09/2024 |
1.860 |
| Low (YTD): |
16/01/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.75% |
| Volatility 6M: |
|
88.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
