UBS Call 53 EBA 20.09.2024
/ CH1272022729
UBS Call 53 EBA 20.09.2024/ CH1272022729 /
| 9/3/2024 9:28:38 AM |
Chg.+0.020 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
-
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: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+67.65% |
| 3 Months |
|
|
+42.50% |
| YTD |
|
|
+359.68% |
| 1 Year |
|
|
+96.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
0.570 |
0.171 |
| High (YTD): |
8/28/2024 |
0.570 |
| Low (YTD): |
1/18/2024 |
0.066 |
| 52W High: |
8/28/2024 |
0.570 |
| 52W Low: |
1/18/2024 |
0.066 |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.235 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
266.22% |
| Volatility 6M: |
|
220.01% |
| Volatility 1Y: |
|
211.65% |
| Volatility 3Y: |
|
- |
