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UBS Call 49 EBA 20.09.2024/  CH1272022687  /

UBS Investment Bank
2024-07-29  8:03:01 AM Chg.0.000 Bid8:03:01 AM Ask8:03:01 AM Underlying Strike price Expiration date Option type
0.600EUR 0.00% 0.600
Bid Size: 5,000		 0.630
Ask Size: 5,000		 EBAY INC. DL... 49.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.09
Implied volatility: 0.73
Historic volatility: 0.22
Parity: 0.09
Time value: 0.52
Break-even: 55.10
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.59
Theta: -0.05
Omega: 4.82
Rho: 0.03
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+5.26%
3 Months
  -1.64%
YTD  
+172.73%
1 Year  
+46.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.700 0.450
6M High / 6M Low: 0.700 0.103
High (YTD): 2024-07-16 0.700
Low (YTD): 2024-01-31 0.103
52W High: 2024-07-16 0.700
52W Low: 2024-01-31 0.103
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.545
Avg. volume 1M:   0.000
Avg. price 6M:   0.470
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   153.13%
Volatility 6M:   206.33%
Volatility 1Y:   189.08%
Volatility 3Y:   -