UBS Call 52 EBAY 18.10.2024/  DE000UM37R65  /

Frankfurt Zert./UBS
7/12/2024  7:28:25 PM Chg.+0.090 Bid9:56:10 PM Ask9:56:10 PM Underlying Strike price Expiration date Option type
2.620EUR +3.56% -
Bid Size: -
-
Ask Size: -
eBay Inc 52.00 USD 10/18/2024 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: 10/18/2024
Issue date: 4/12/2024
Last trading day: 10/17/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 19.26
Leverage: Yes

Calculated values

Fair value: 3.79
Intrinsic value: 2.01
Implied volatility: 0.08
Historic volatility: 0.24
Parity: 2.01
Time value: 0.57
Break-even: 50.26
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.89
Theta: -0.01
Omega: 17.11
Rho: 0.11
 

Quote data

Open: 2.740
High: 2.760
Low: 2.600
Previous Close: 2.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.86%
1 Month  
+5.22%
3 Months  
+26.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.620 2.260
1M High / 1M Low: 2.730 2.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.400
Avg. volume 1W:   0.000
Avg. price 1M:   2.379
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -