UBS Call 52 EBA 21.03.2025
/ CH1329469691
UBS Call 52 EBA 21.03.2025/ CH1329469691 /
2024-10-08 12:01:29 PM |
Chg.+0.020 |
Bid2024-10-08 |
Ask2024-10-08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+1.33% |
1.520 Bid Size: 7,500 |
1.540 Ask Size: 7,500 |
EBAY INC. DL... |
52.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM3KMY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-01 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.64 |
Historic volatility: |
0.22 |
Parity: |
0.88 |
Time value: |
0.62 |
Break-even: |
67.00 |
Moneyness: |
1.17 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.67% |
Delta: |
0.73 |
Theta: |
-0.03 |
Omega: |
2.97 |
Rho: |
0.13 |
Quote data
Open: |
1.520 |
High: |
1.530 |
Low: |
1.520 |
Previous Close: |
1.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+70.79% |
3 Months |
|
|
+176.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.360 |
1M High / 1M Low: |
1.500 |
0.950 |
6M High / 6M Low: |
1.500 |
0.420 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.741 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.76% |
Volatility 6M: |
|
109.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |