UBS Call 46 EBA 20.09.2024
/ CH1272022653
UBS Call 46 EBA 20.09.2024/ CH1272022653 /
2024-08-16 2:47:04 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
46.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6BHM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.74 |
Implied volatility: |
1.03 |
Historic volatility: |
0.22 |
Parity: |
0.74 |
Time value: |
0.17 |
Break-even: |
55.10 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.02 |
Spread %: |
2.25% |
Delta: |
0.79 |
Theta: |
-0.11 |
Omega: |
4.61 |
Rho: |
0.02 |
Quote data
Open: |
0.930 |
High: |
0.940 |
Low: |
0.890 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-6.32% |
3 Months |
|
|
+7.23% |
YTD |
|
|
+178.13% |
1 Year |
|
|
+61.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.970 |
0.820 |
6M High / 6M Low: |
0.970 |
0.520 |
High (YTD): |
2024-08-06 |
0.970 |
Low (YTD): |
2024-01-31 |
0.195 |
52W High: |
2024-08-06 |
0.970 |
52W Low: |
2023-11-08 |
0.179 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.902 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.765 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.533 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.56% |
Volatility 6M: |
|
125.83% |
Volatility 1Y: |
|
151.49% |
Volatility 3Y: |
|
- |