UBS Call 53 EBA 20.09.2024
/ CH1272022729
UBS Call 53 EBA 20.09.2024/ CH1272022729 /
| 9/3/2024 3:50:37 PM |
Chg.-0.010 |
Bid4:02:33 PM |
Ask9/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-1.82% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
53.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6BHK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.57 |
| Break-even: |
59.10 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
7.82 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.57 |
| Theta: |
-0.17 |
| Omega: |
4.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+321.88% |
| 1 Year |
|
|
+86.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.460 |
| 1M High / 1M Low: |
0.560 |
0.320 |
| 6M High / 6M Low: |
0.560 |
0.175 |
| High (YTD): |
8/26/2024 |
0.560 |
| Low (YTD): |
1/15/2024 |
0.065 |
| 52W High: |
8/26/2024 |
0.560 |
| 52W Low: |
1/15/2024 |
0.065 |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.239 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
217.51% |
| Volatility 6M: |
|
197.06% |
| Volatility 1Y: |
|
212.15% |
| Volatility 3Y: |
|
- |
