UBS Call 49 EBA 20.09.2024
/ CH1272022687
UBS Call 49 EBA 20.09.2024/ CH1272022687 /
8/16/2024 2:55:33 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+1.61% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
49.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL6AEH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.88 |
Historic volatility: |
0.22 |
Parity: |
0.44 |
Time value: |
0.21 |
Break-even: |
55.50 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
0.71 |
Theta: |
-0.10 |
Omega: |
5.85 |
Rho: |
0.01 |
Quote data
Open: |
0.660 |
High: |
0.670 |
Low: |
0.620 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
+3.28% |
YTD |
|
|
+186.36% |
1 Year |
|
|
+50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.700 |
0.590 |
6M High / 6M Low: |
0.700 |
0.340 |
High (YTD): |
8/9/2024 |
0.700 |
Low (YTD): |
1/31/2024 |
0.103 |
52W High: |
8/9/2024 |
0.700 |
52W Low: |
1/31/2024 |
0.103 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.552 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.381 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
123.06% |
Volatility 6M: |
|
148.67% |
Volatility 1Y: |
|
192.68% |
Volatility 3Y: |
|
- |