UBS Call 50 EBA 20.12.2024
/ CH1227456188
UBS Call 50 EBA 20.12.2024/ CH1227456188 /
| 08/11/2024 10:28:59 |
Chg.+0.11 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+10.48% |
-
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: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.76% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
+63.38% |
| YTD |
|
|
+346.15% |
| 1 Year |
|
|
+510.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.75 |
| 1M High / 1M Low: |
1.62 |
0.74 |
| 6M High / 6M Low: |
1.62 |
0.45 |
| High (YTD): |
17/10/2024 |
1.62 |
| Low (YTD): |
16/01/2024 |
0.16 |
| 52W High: |
17/10/2024 |
1.62 |
| 52W Low: |
16/01/2024 |
0.16 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
198.95% |
| Volatility 6M: |
|
139.63% |
| Volatility 1Y: |
|
144.11% |
| Volatility 3Y: |
|
- |
