UBS Call 48 EBA 16.01.2026
/ CH1329481860
UBS Call 48 EBA 16.01.2026/ CH1329481860 /
03/09/2024 19:31:00 |
Chg.+0.030 |
Bid21:53:21 |
Ask21:53:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
+2.16% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
48.00 - |
16/01/2026 |
Call |
Master data
WKN: |
UM3C5H |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
16/01/2026 |
Issue date: |
01/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
0.54 |
Time value: |
0.91 |
Break-even: |
62.50 |
Moneyness: |
1.11 |
Premium: |
0.17 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
4.32% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.32 |
Quote data
Open: |
1.410 |
High: |
1.440 |
Low: |
1.380 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.97% |
1 Month |
|
|
+16.39% |
3 Months |
|
|
+24.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.340 |
1M High / 1M Low: |
1.420 |
1.160 |
6M High / 6M Low: |
1.420 |
0.860 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.291 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.97% |
Volatility 6M: |
|
69.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |