UBS Call 50 EBA 16.01.2026/  CH1329481886  /

EUWAX
11/8/2024  9:49:33 AM Chg.+0.03 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.48EUR +2.07% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 50.00 - 1/16/2026 Call
 

Master data

WKN: UM3GB5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 1/16/2026
Issue date: 3/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.90
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.77
Implied volatility: 0.41
Historic volatility: 0.23
Parity: 0.77
Time value: 0.71
Break-even: 64.80
Moneyness: 1.15
Premium: 0.12
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.74
Theta: -0.01
Omega: 2.87
Rho: 0.33
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.42%
1 Month
  -18.68%
3 Months  
+38.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.18
1M High / 1M Low: 1.94 1.16
6M High / 6M Low: 1.94 0.83
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.07%
Volatility 6M:   89.90%
Volatility 1Y:   -
Volatility 3Y:   -