UBS Call 51 EBA 20.09.2024
/ CH1272022703
UBS Call 51 EBA 20.09.2024/ CH1272022703 /
03/09/2024 16:00:50 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
0.00% |
- 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: |
7.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.24 |
Implied volatility: |
1.34 |
Historic volatility: |
0.22 |
Parity: |
0.24 |
Time value: |
0.49 |
Break-even: |
58.30 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
5.58 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-0.17 |
Omega: |
4.55 |
Rho: |
0.01 |
Quote data
Open: |
0.730 |
High: |
0.780 |
Low: |
0.710 |
Previous Close: |
0.730 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.95% |
1 Month |
|
|
+37.74% |
3 Months |
|
|
+52.08% |
YTD |
|
|
+331.95% |
1 Year |
|
|
+108.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.620 |
1M High / 1M Low: |
0.760 |
0.440 |
6M High / 6M Low: |
0.760 |
0.244 |
High (YTD): |
30/08/2024 |
0.760 |
Low (YTD): |
31/01/2024 |
0.073 |
52W High: |
30/08/2024 |
0.760 |
52W Low: |
31/01/2024 |
0.073 |
Avg. price 1W: |
|
0.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.582 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.449 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.314 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.48% |
Volatility 6M: |
|
173.37% |
Volatility 1Y: |
|
223.08% |
Volatility 3Y: |
|
- |