UBS Call 53 EBA 20.12.2024
/ CH1227456212
UBS Call 53 EBA 20.12.2024/ CH1227456212 /
| 07/10/2024 10:19:28 |
Chg.+0.05 |
Bid14:07:41 |
Ask14:07:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+4.13% |
1.26
Bid Size: 7,500 |
1.28
Ask Size: 7,500 |
EBAY INC. DL... |
53.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL2A73 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.22 |
| Parity: |
0.74 |
| Time value: |
0.55 |
| Break-even: |
65.90 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
3.33 |
| Rho: |
0.06 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.76% |
| 1 Month |
|
|
+85.29% |
| 3 Months |
|
|
+223.08% |
| YTD |
|
|
+600.00% |
| 1 Year |
|
|
+350.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.07 |
| 1M High / 1M Low: |
1.23 |
0.72 |
| 6M High / 6M Low: |
1.23 |
0.27 |
| High (YTD): |
02/10/2024 |
1.23 |
| Low (YTD): |
16/01/2024 |
0.11 |
| 52W High: |
02/10/2024 |
1.23 |
| 52W Low: |
08/11/2023 |
0.10 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.08% |
| Volatility 6M: |
|
157.27% |
| Volatility 1Y: |
|
170.59% |
| Volatility 3Y: |
|
- |
