UBS Call 52 EBAY 18.10.2024
/ DE000UM37R65
UBS Call 52 EBAY 18.10.2024/ DE000UM37R65 /
2024-07-29 12:50:05 PM |
Chg.+0.070 |
Bid12:50:05 PM |
Ask12:50:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.640EUR |
+2.72% |
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: |
2.620 |
High: |
2.650 |
Low: |
2.590 |
Previous Close: |
2.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.13% |
1 Month |
|
|
+6.02% |
3 Months |
|
|
+16.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.570 |
2.390 |
1M High / 1M Low: |
3.060 |
2.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |