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UBS Call 51 EBA 20.09.2024/  CH1272022703  /

EUWAX
2024-07-29  9:18:01 AM Chg.+0.040 Bid9:29:49 AM Ask9:29:49 AM Underlying Strike price Expiration date Option type
0.450EUR +9.76% 0.450
Bid Size: 5,000		 0.480
Ask Size: 5,000		 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: 10.85
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.22
Parity: -0.11
Time value: 0.46
Break-even: 55.60
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.52
Theta: -0.05
Omega: 5.69
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month  
+9.76%
3 Months  
+4.65%
YTD  
+172.73%
1 Year  
+32.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: 0.550 0.095
High (YTD): 2024-06-20 0.550
Low (YTD): 2024-01-18 0.090
52W High: 2024-06-20 0.550
52W Low: 2024-01-18 0.090
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   188.54%
Volatility 6M:   199.95%
Volatility 1Y:   180.91%
Volatility 3Y:   -