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UBS Call 51 EBA 20.09.2024/  CH1272022703  /

Frankfurt Zert./UBS
2024-07-05  7:29:41 PM Chg.+0.020 Bid9:53:21 PM Ask9:53:21 PM Underlying Strike price Expiration date Option type
0.350EUR +6.06% -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 51.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.90
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.24
Parity: -0.22
Time value: 0.41
Break-even: 55.10
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.80
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.49
Theta: -0.03
Omega: 5.84
Rho: 0.04
 

Quote data

Open: 0.370
High: 0.370
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -25.53%
3 Months
  -25.53%
YTD  
+108.33%
1 Year  
+6.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 0.570 0.090
High (YTD): 2024-06-19 0.570
Low (YTD): 2024-01-16 0.090
52W High: 2024-06-19 0.570
52W Low: 2024-01-16 0.090
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   0.289
Avg. volume 1Y:   0.000
Volatility 1M:   191.25%
Volatility 6M:   192.33%
Volatility 1Y:   180.35%
Volatility 3Y:   -