UBS Call 46 EBA 20.12.2024
/ CH1252606426
UBS Call 46 EBA 20.12.2024/ CH1252606426 /
| 2024-11-12 8:56:46 AM |
Chg.+0.08 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+5.33% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
46.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.23 |
| Parity: |
1.25 |
| Time value: |
0.31 |
| Break-even: |
61.60 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
3.01 |
| Rho: |
0.03 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.18% |
| 1 Month |
|
|
-15.51% |
| 3 Months |
|
|
+46.30% |
| YTD |
|
|
+295.00% |
| 1 Year |
|
|
+444.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.36 |
| 1M High / 1M Low: |
1.99 |
1.11 |
| 6M High / 6M Low: |
1.99 |
0.72 |
| High (YTD): |
2024-10-17 |
1.99 |
| Low (YTD): |
2024-01-18 |
0.26 |
| 52W High: |
2024-10-17 |
1.99 |
| 52W Low: |
2023-11-20 |
0.25 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
147.53% |
| Volatility 6M: |
|
107.92% |
| Volatility 1Y: |
|
119.98% |
| Volatility 3Y: |
|
- |
