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UBS Call 49 EBA 20.12.2024/  CH1227456170  /

Frankfurt Zert./UBS
2024-11-12  3:27:55 PM Chg.+0.020 Bid3:34:50 PM Ask3:34:50 PM Underlying Strike price Expiration date Option type
1.300EUR +1.56% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 49.00 - 2024-12-20 Call
 

Master data

WKN: UL18CB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.95
Implied volatility: 1.00
Historic volatility: 0.23
Parity: 0.95
Time value: 0.33
Break-even: 61.80
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.76
Theta: -0.08
Omega: 3.50
Rho: 0.03
 

Quote data

Open: 1.310
High: 1.320
Low: 1.300
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.07%
1 Month
  -21.21%
3 Months  
+64.56%
YTD  
+348.28%
1 Year  
+519.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.100
1M High / 1M Low: 1.720 0.830
6M High / 6M Low: 1.720 0.520
High (YTD): 2024-10-15 1.720
Low (YTD): 2024-01-16 0.180
52W High: 2024-10-15 1.720
52W Low: 2023-11-20 0.179
Avg. price 1W:   1.194
Avg. volume 1W:   0.000
Avg. price 1M:   1.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.692
Avg. volume 1Y:   0.000
Volatility 1M:   164.41%
Volatility 6M:   122.18%
Volatility 1Y:   131.10%
Volatility 3Y:   -