UBS Call 52 EBAY 18.10.2024/  DE000UM37R65  /

EUWAX
2024-07-29  9:43:10 AM Chg.+0.15 Bid2:37:30 PM Ask2:37:30 PM Underlying Strike price Expiration date Option type
2.59EUR +6.15% 2.67
Bid Size: 1,000
2.69
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: 2.59
High: 2.59
Low: 2.59
Previous Close: 2.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+7.02%
3 Months  
+16.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.53 2.32
1M High / 1M Low: 3.01 2.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -