UBS Call 46 EBA 20.12.2024
/ CH1252606426
UBS Call 46 EBA 20.12.2024/ CH1252606426 /
| 10/7/2024 9:53:58 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+2.65% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
46.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL2GD0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.22 |
| Parity: |
1.44 |
| Time value: |
0.45 |
| Break-even: |
64.90 |
| Moneyness: |
1.31 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
2.55 |
| Rho: |
0.06 |
Quote data
| Open: |
1.870 |
| High: |
1.940 |
| Low: |
1.860 |
| Previous Close: |
1.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+52.76% |
| 3 Months |
|
|
+136.59% |
| YTD |
|
|
+385.00% |
| 1 Year |
|
|
+280.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.790 |
| 1M High / 1M Low: |
1.940 |
1.310 |
| 6M High / 6M Low: |
1.940 |
0.600 |
| High (YTD): |
10/7/2024 |
1.940 |
| Low (YTD): |
1/31/2024 |
0.270 |
| 52W High: |
10/7/2024 |
1.940 |
| 52W Low: |
11/8/2023 |
0.242 |
| Avg. price 1W: |
|
1.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.749 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.14% |
| Volatility 6M: |
|
103.91% |
| Volatility 1Y: |
|
129.98% |
| Volatility 3Y: |
|
- |
