UBS Call 51 EBA 20.09.2024
/ CH1272022703
UBS Call 51 EBA 20.09.2024/ CH1272022703 /
| 12/07/2024 21:55:57 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
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: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
-0.13 |
| Time value: |
0.45 |
| Break-even: |
55.50 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
5.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.71% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+160.36% |
| 1 Year |
|
|
+10.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.540 |
0.330 |
| 6M High / 6M Low: |
0.540 |
0.073 |
| High (YTD): |
19/06/2024 |
0.540 |
| Low (YTD): |
31/01/2024 |
0.073 |
| 52W High: |
19/07/2023 |
0.550 |
| 52W Low: |
31/01/2024 |
0.073 |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.288 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
179.95% |
| Volatility 6M: |
|
239.74% |
| Volatility 1Y: |
|
221.95% |
| Volatility 3Y: |
|
- |
