UBS Call 51 EBA 20.09.2024
/ CH1272022703
UBS Call 51 EBA 20.09.2024/ CH1272022703 /
| 09/08/2024 21:56:33 |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+10.42% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
51.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL6ER5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.22 |
| Parity: |
0.08 |
| Time value: |
0.51 |
| Break-even: |
56.90 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
0.58 |
| Theta: |
-0.07 |
| Omega: |
5.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.510 |
| High: |
0.550 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.45% |
| 3 Months |
|
|
+65.63% |
| YTD |
|
|
+213.61% |
| 1 Year |
|
|
+60.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.550 |
0.400 |
| 6M High / 6M Low: |
0.550 |
0.075 |
| High (YTD): |
31/07/2024 |
0.550 |
| Low (YTD): |
31/01/2024 |
0.073 |
| 52W High: |
31/07/2024 |
0.550 |
| 52W Low: |
31/01/2024 |
0.073 |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.294 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
182.62% |
| Volatility 6M: |
|
218.39% |
| Volatility 1Y: |
|
219.62% |
| Volatility 3Y: |
|
- |
