UBS Call 48 EBA 16.01.2026
/ CH1329481860
UBS Call 48 EBA 16.01.2026/ CH1329481860 /
| 07/10/2024 19:34:02 |
Chg.+0.080 |
Bid08:04:38 |
Ask08:04:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+4.08% |
2.020
Bid Size: 5,000 |
2.050
Ask Size: 5,000 |
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: |
3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
1.24 |
| Time value: |
0.75 |
| Break-even: |
67.90 |
| Moneyness: |
1.26 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.37 |
| Rho: |
0.35 |
Quote data
| Open: |
1.970 |
| High: |
2.040 |
| Low: |
1.970 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.81% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
+96.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.890 |
| 1M High / 1M Low: |
2.040 |
1.440 |
| 6M High / 6M Low: |
2.040 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.94% |
| Volatility 6M: |
|
70.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
