UBS Call 50 EBA 21.03.2025
/ DE000UM27MM1
UBS Call 50 EBA 21.03.2025/ DE000UM27MM1 /
8/16/2024 9:56:57 PM |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.250EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
50.00 - |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
3/5/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
15.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.98 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.16 |
Historic volatility: |
0.21 |
Parity: |
0.33 |
Time value: |
2.93 |
Break-even: |
53.26 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
9.44 |
Rho: |
0.16 |
Quote data
Open: |
3.390 |
High: |
3.420 |
Low: |
3.100 |
Previous Close: |
3.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
+7.62% |
3 Months |
|
|
+34.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.380 |
3.230 |
1M High / 1M Low: |
3.380 |
2.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |