UBS Call 52 EBA 21.03.2025
/ DE000UM23AA0
UBS Call 52 EBA 21.03.2025/ DE000UM23AA0 /
2024-09-04 9:43:44 AM |
Chg.-0.06 |
Bid1:39:44 PM |
Ask1:39:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
-1.71% |
3.44 Bid Size: 750 |
3.45 Ask Size: 750 |
EBAY INC. DL... |
52.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM23AA |
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: |
2024-03-05 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
15.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.53 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.14 |
Historic volatility: |
0.22 |
Parity: |
1.22 |
Time value: |
2.25 |
Break-even: |
55.47 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
10.38 |
Rho: |
0.18 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
3.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.90% |
1 Month |
|
|
+19.38% |
3 Months |
|
|
+40.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.59 |
3.32 |
1M High / 1M Low: |
3.59 |
2.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |