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UBS Call 52 EBA 20.09.2024/  CH1272022711  /

UBS Investment Bank
29/07/2024  14:09:52 Chg.+0.010 Bid14:09:52 Ask14:09:52 Underlying Strike price Expiration date Option type
0.400EUR +2.56% 0.400
Bid Size: 10,000		 0.420
Ask Size: 10,000		 EBAY INC. DL... 52.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.48
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.22
Parity: -0.21
Time value: 0.40
Break-even: 56.00
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 1.21
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.49
Theta: -0.05
Omega: 6.10
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.410
Low: 0.380
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+8.11%
3 Months
  -9.09%
YTD  
+172.11%
1 Year  
+29.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.480 0.280
6M High / 6M Low: 0.480 0.061
High (YTD): 16/07/2024 0.480
Low (YTD): 31/01/2024 0.061
52W High: 16/07/2024 0.480
52W Low: 31/01/2024 0.061
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   190.28%
Volatility 6M:   271.97%
Volatility 1Y:   240.14%
Volatility 3Y:   -