UBS Call 52 EBAY 18.10.2024/  DE000UM37R65  /

EUWAX
2024-07-05  9:43:48 AM Chg.+0.01 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
2.13EUR +0.47% -
Bid Size: -
-
Ask Size: -
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: 20.76
Leverage: Yes

Calculated values

Fair value: 3.16
Intrinsic value: 0.80
Implied volatility: 0.16
Historic volatility: 0.24
Parity: 0.80
Time value: 1.55
Break-even: 50.32
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 4.44%
Delta: 0.64
Theta: -0.01
Omega: 13.31
Rho: 0.08
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.98%
1 Month
  -4.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.51 2.12
1M High / 1M Low: 2.72 2.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -