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: |
|
- |