UBS Call 52 EBA 20.09.2024
/ CH1272022711
UBS Call 52 EBA 20.09.2024/ CH1272022711 /
| 9/3/2024 4:02:20 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
52.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL58R7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.14 |
| Time value: |
0.50 |
| Break-even: |
58.40 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
5.83 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.17 |
| Omega: |
4.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.690 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.48% |
| 1 Month |
|
|
+39.13% |
| 3 Months |
|
|
+48.84% |
| YTD |
|
|
+335.37% |
| 1 Year |
|
|
+100.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
0.670 |
0.370 |
| 6M High / 6M Low: |
0.670 |
0.205 |
| High (YTD): |
8/30/2024 |
0.670 |
| Low (YTD): |
1/31/2024 |
0.061 |
| 52W High: |
8/30/2024 |
0.670 |
| 52W Low: |
1/31/2024 |
0.061 |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.274 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
194.17% |
| Volatility 6M: |
|
186.29% |
| Volatility 1Y: |
|
244.96% |
| Volatility 3Y: |
|
- |
