UBS Call 48 EBA 20.09.2024
/ CH1272022679
UBS Call 48 EBA 20.09.2024/ CH1272022679 /
| 16/08/2024 15:11:59 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
48.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.22 |
| Parity: |
0.54 |
| Time value: |
0.20 |
| Break-even: |
55.40 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.74 |
| Theta: |
-0.11 |
| Omega: |
5.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
+188.00% |
| 1 Year |
|
|
+56.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.780 |
0.670 |
| 6M High / 6M Low: |
0.780 |
0.390 |
| High (YTD): |
09/08/2024 |
0.780 |
| Low (YTD): |
15/01/2024 |
0.149 |
| 52W High: |
09/08/2024 |
0.780 |
| 52W Low: |
08/11/2023 |
0.132 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.619 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.428 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
106.63% |
| Volatility 6M: |
|
137.12% |
| Volatility 1Y: |
|
167.36% |
| Volatility 3Y: |
|
- |
