UBS Call 50 EBA 20.12.2024
/ CH1227456188
UBS Call 50 EBA 20.12.2024/ CH1227456188 /
| 08/11/2024 15:10:59 |
Chg.+0.040 |
Bid15:34:28 |
Ask15:34:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
50.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL11P1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.23 |
| Parity: |
0.77 |
| Time value: |
0.42 |
| Break-even: |
61.90 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
3.53 |
| Rho: |
0.03 |
Quote data
| Open: |
1.150 |
| High: |
1.160 |
| Low: |
1.150 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.67% |
| 1 Month |
|
|
-24.68% |
| 3 Months |
|
|
+50.65% |
| YTD |
|
|
+346.15% |
| 1 Year |
|
|
+517.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.920 |
| 1M High / 1M Low: |
1.640 |
0.750 |
| 6M High / 6M Low: |
1.640 |
0.460 |
| High (YTD): |
15/10/2024 |
1.640 |
| Low (YTD): |
16/01/2024 |
0.157 |
| 52W High: |
15/10/2024 |
1.640 |
| 52W Low: |
16/01/2024 |
0.157 |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.632 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
171.61% |
| Volatility 6M: |
|
130.20% |
| Volatility 1Y: |
|
138.24% |
| Volatility 3Y: |
|
- |
