UBS Call 50 EBA 17.01.2025
/ CH1329469626
UBS Call 50 EBA 17.01.2025/ CH1329469626 /
| 08/11/2024 20:34:47 |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+1.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.23 |
| Parity: |
0.77 |
| Time value: |
0.40 |
| Break-even: |
61.70 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
3.62 |
| Rho: |
0.06 |
Quote data
| Open: |
1.150 |
| High: |
1.210 |
| Low: |
1.120 |
| Previous Close: |
1.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.84% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
+46.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.000 |
| 1M High / 1M Low: |
1.640 |
0.790 |
| 6M High / 6M Low: |
1.640 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.17% |
| Volatility 6M: |
|
126.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
