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UBS Call 51 EBA 20.09.2024/  CH1272022703  /

UBS Investment Bank
2024-07-29  10:05:49 AM Chg.+0.010 Bid10:05:49 AM Ask10:05:49 AM Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.460
Bid Size: 10,000		 0.480
Ask Size: 10,000		 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: 0.460
High: 0.460
Low: 0.450
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+6.98%
3 Months
  -6.12%
YTD  
+172.19%
1 Year  
+35.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.550 0.330
6M High / 6M Low: 0.550 0.073
High (YTD): 2024-07-16 0.550
Low (YTD): 2024-01-31 0.073
52W High: 2024-07-16 0.550
52W Low: 2024-01-31 0.073
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   177.86%
Volatility 6M:   245.03%
Volatility 1Y:   218.98%
Volatility 3Y:   -