UBS Call 49 EBA 20.09.2024
/ CH1272022687
UBS Call 49 EBA 20.09.2024/ CH1272022687 /
| 16/08/2024 14:55:33 |
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 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| 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): |
09/08/2024 |
0.700 |
| Low (YTD): |
31/01/2024 |
0.103 |
| 52W High: |
09/08/2024 |
0.700 |
| 52W Low: |
31/01/2024 |
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: |
|
- |
