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UBS Call 54 EBA 20.09.2024/  CH1272022737  /

UBS Investment Bank
7/29/2024  10:06:46 AM Chg.+0.010 Bid10:06:46 AM Ask10:06:46 AM Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.290
Bid Size: 10,000		 0.310
Ask Size: 10,000		 EBAY INC. DL... 54.00 - 9/20/2024 Call
 

Master data

WKN: UL55HM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -0.41
Time value: 0.29
Break-even: 56.90
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.41
Theta: -0.04
Omega: 7.10
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+11.54%
3 Months
  -17.14%
YTD  
+158.93%
1 Year  
+16.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.244
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 0.380 0.043
High (YTD): 3/13/2024 0.380
Low (YTD): 2/13/2024 0.043
52W High: 3/13/2024 0.380
52W Low: 11/8/2023 0.042
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   238.88%
Volatility 6M:   323.20%
Volatility 1Y:   286.69%
Volatility 3Y:   -