UBS Call 51 EBA 16.01.2026/  CH1329481894  /

UBS Investment Bank
11/8/2024  9:55:47 PM Chg.-0.010 Bid- Ask- Underlying Strike price Expiration date Option type
1.410EUR -0.70% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 51.00 - 1/16/2026 Call
 

Master data

WKN: UM27ZP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 1/16/2026
Issue date: 3/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.67
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 0.67
Time value: 0.75
Break-even: 65.20
Moneyness: 1.13
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.72
Theta: -0.01
Omega: 2.93
Rho: 0.33
 

Quote data

Open: 1.400
High: 1.460
Low: 1.390
Previous Close: 1.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.18%
1 Month
  -19.89%
3 Months  
+36.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.270
1M High / 1M Low: 1.840 1.080
6M High / 6M Low: 1.850 0.760
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.368
Avg. volume 1W:   0.000
Avg. price 1M:   1.530
Avg. volume 1M:   0.000
Avg. price 6M:   1.181
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.98%
Volatility 6M:   89.96%
Volatility 1Y:   -
Volatility 3Y:   -