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: |
|
- |