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: |
|
- |
