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UBS Call 48 EBA 20.12.2024/  CH1227456162  /

Frankfurt Zert./UBS
2024-11-12  2:46:54 PM Chg.+0.030 Bid3:34:39 PM Ask3:34:39 PM Underlying Strike price Expiration date Option type
1.400EUR +2.19% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 48.00 - 2024-12-20 Call
 

Master data

WKN: UL2A75
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.05
Implied volatility: 0.94
Historic volatility: 0.23
Parity: 1.05
Time value: 0.26
Break-even: 61.10
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.51
Spread abs.: -0.05
Spread %: -3.68%
Delta: 0.79
Theta: -0.07
Omega: 3.55
Rho: 0.03
 

Quote data

Open: 1.390
High: 1.420
Low: 1.390
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.70%
1 Month
  -19.54%
3 Months  
+62.79%
YTD  
+337.50%
1 Year  
+495.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.190
1M High / 1M Low: 1.810 0.920
6M High / 6M Low: 1.810 0.580
High (YTD): 2024-10-15 1.810
Low (YTD): 2024-01-16 0.203
52W High: 2024-10-15 1.810
52W Low: 2023-11-13 0.201
Avg. price 1W:   1.284
Avg. volume 1W:   0.000
Avg. price 1M:   1.439
Avg. volume 1M:   0.000
Avg. price 6M:   1.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.749
Avg. volume 1Y:   0.000
Volatility 1M:   151.62%
Volatility 6M:   111.92%
Volatility 1Y:   124.89%
Volatility 3Y:   -