UBS Call 52 EBA 16.01.2026/  CH1329481902  /

Frankfurt Zert./UBS
11/12/2024  7:37:05 PM Chg.-0.090 Bid9:53:23 PM Ask9:53:23 PM Underlying Strike price Expiration date Option type
1.320EUR -6.38% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 52.00 - 1/16/2026 Call
 

Master data

WKN: UM3KNA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 1/16/2026
Issue date: 3/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.65
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 0.65
Time value: 0.74
Break-even: 65.90
Moneyness: 1.13
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.72
Theta: -0.01
Omega: 3.03
Rho: 0.33
 

Quote data

Open: 1.380
High: 1.400
Low: 1.310
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -24.14%
3 Months  
+33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.250
1M High / 1M Low: 1.800 1.010
6M High / 6M Low: 1.810 0.750
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.328
Avg. volume 1W:   0.000
Avg. price 1M:   1.452
Avg. volume 1M:   0.000
Avg. price 6M:   1.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.68%
Volatility 6M:   86.65%
Volatility 1Y:   -
Volatility 3Y:   -