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: |
|
- |
