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: |
|
- |
