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: |
|
- |