UBS Call 50 EBA 21.03.2025/  DE000UM27MM1  /

UBS Investment Bank
2024-07-29  12:39:00 PM Chg.+0.050 Bid12:39:00 PM Ask12:39:00 PM Underlying Strike price Expiration date Option type
2.890EUR +1.76% 2.890
Bid Size: 1,000
2.900
Ask Size: 1,000
EBAY INC. DL... 50.00 - 2025-03-21 Call
 

Master data

WKN: UM27MM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-03-21
Issue date: 2024-03-05
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 17.46
Leverage: Yes

Calculated values

Fair value: 4.00
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.22
Parity: -0.08
Time value: 2.86
Break-even: 52.86
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.60
Theta: -0.01
Omega: 10.41
Rho: 0.17
 

Quote data

Open: 2.880
High: 2.900
Low: 2.860
Previous Close: 2.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.35%
1 Month  
+2.48%
3 Months  
+8.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.920 2.820
1M High / 1M Low: 3.180 2.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.860
Avg. volume 1W:   0.000
Avg. price 1M:   2.829
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -