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UBS Call 48 EBA 20.09.2024/  CH1272022679  /

Frankfurt Zert./UBS
2024-07-29  10:23:50 AM Chg.+0.040 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.680EUR +6.25% 0.680
Bid Size: 10,000		 0.700
Ask Size: 10,000		 EBAY INC. DL... 48.00 - 2024-09-20 Call
 

Master data

WKN: UL56L1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.34
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.19
Implied volatility: 0.76
Historic volatility: 0.22
Parity: 0.19
Time value: 0.49
Break-even: 54.80
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.62
Theta: -0.05
Omega: 4.53
Rho: 0.03
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month  
+6.25%
3 Months  
+1.49%
YTD  
+172.00%
1 Year  
+51.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.590
1M High / 1M Low: 0.750 0.510
6M High / 6M Low: 0.790 0.150
High (YTD): 2024-06-19 0.790
Low (YTD): 2024-01-16 0.142
52W High: 2024-06-19 0.790
52W Low: 2024-01-16 0.142
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.408
Avg. volume 1Y:   0.000
Volatility 1M:   119.69%
Volatility 6M:   161.52%
Volatility 1Y:   152.91%
Volatility 3Y:   -