UBS Call 48 EBA 21.03.2025
/ DE000UM29SS1
UBS Call 48 EBA 21.03.2025/ DE000UM29SS1 /
| 2024-07-05 9:53:21 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
+5.21% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
48.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM29SS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.24 |
| Parity: |
0.78 |
| Time value: |
2.35 |
| Break-even: |
51.13 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
3.30% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
10.51 |
| Rho: |
0.21 |
Quote data
| Open: |
2.890 |
| High: |
3.030 |
| Low: |
2.820 |
| Previous Close: |
2.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.88% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
+10.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.880 |
| 1M High / 1M Low: |
3.240 |
2.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
