UBS Call 52 EBAY 18.10.2024
/ DE000UM37R65
UBS Call 52 EBAY 18.10.2024/ DE000UM37R65 /
| 2024-07-29 12:08:05 PM |
Chg.+0.030 |
Bid12:50:05 PM |
Ask12:50:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
+1.15% |
2.640
Bid Size: 1,000 |
2.650
Ask Size: 1,000 |
eBay Inc |
52.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
UM37R6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-10-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.22 |
| Parity: |
2.01 |
| Time value: |
0.57 |
| Break-even: |
50.49 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
16.47 |
| Rho: |
0.09 |
Quote data
| Open: |
2.630 |
| High: |
2.640 |
| Low: |
2.610 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.88% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.420 |
| 1M High / 1M Low: |
2.870 |
2.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
