UBS Call 51 EBA 20.12.2024
/ CH1227456196
UBS Call 51 EBA 20.12.2024/ CH1227456196 /
| 11/8/2024 3:35:52 PM |
Chg.+0.050 |
Bid11/8/2024 |
Ask11/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+4.85% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
51.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL2A6R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.23 |
| Parity: |
0.67 |
| Time value: |
0.42 |
| Break-even: |
61.90 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
3.77 |
| Rho: |
0.03 |
Quote data
| Open: |
1.060 |
| High: |
1.080 |
| Low: |
1.050 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
-25.52% |
| 3 Months |
|
|
+54.29% |
| YTD |
|
|
+363.52% |
| 1 Year |
|
|
+542.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.830 |
| 1M High / 1M Low: |
1.550 |
0.660 |
| 6M High / 6M Low: |
1.550 |
0.410 |
| High (YTD): |
10/15/2024 |
1.550 |
| Low (YTD): |
1/16/2024 |
0.141 |
| 52W High: |
10/15/2024 |
1.550 |
| 52W Low: |
1/16/2024 |
0.141 |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.580 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
187.91% |
| Volatility 6M: |
|
141.98% |
| Volatility 1Y: |
|
147.86% |
| Volatility 3Y: |
|
- |
