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: |
|
- |