UBS Call 50 EBA 17.01.2025
/ CH1329469626
UBS Call 50 EBA 17.01.2025/ CH1329469626 /
03/09/2024 19:40:20 |
Chg.+0.010 |
Bid08:08:38 |
Ask08:08:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+1.04% |
0.950 Bid Size: 5,000 |
0.980 Ask Size: 5,000 |
EBAY INC. DL... |
50.00 - |
17/01/2025 |
Call |
Master data
WKN: |
UM3BTB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
17/01/2025 |
Issue date: |
01/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.64 |
Historic volatility: |
0.22 |
Parity: |
0.34 |
Time value: |
0.68 |
Break-even: |
60.20 |
Moneyness: |
1.07 |
Premium: |
0.13 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.06 |
Spread %: |
6.25% |
Delta: |
0.65 |
Theta: |
-0.03 |
Omega: |
3.43 |
Rho: |
0.09 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.950 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.99% |
1 Month |
|
|
+27.63% |
3 Months |
|
|
+40.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.890 |
1M High / 1M Low: |
0.970 |
0.720 |
6M High / 6M Low: |
0.970 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.844 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.669 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.73% |
Volatility 6M: |
|
117.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |