UBS Call 49 EBA 20.12.2024
/ CH1227456170
UBS Call 49 EBA 20.12.2024/ CH1227456170 /
| 2024-11-12 8:10:19 AM |
Chg.+0.08 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+6.56% |
-
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: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.50% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
+348.28% |
| 1 Year |
|
|
+519.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.07 |
| 1M High / 1M Low: |
1.72 |
0.83 |
| 6M High / 6M Low: |
1.72 |
0.53 |
| High (YTD): |
2024-10-15 |
1.72 |
| Low (YTD): |
2024-01-16 |
0.18 |
| 52W High: |
2024-10-15 |
1.72 |
| 52W Low: |
2023-11-20 |
0.18 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
186.74% |
| Volatility 6M: |
|
132.70% |
| Volatility 1Y: |
|
137.60% |
| Volatility 3Y: |
|
- |
