UBS Call 55 EBA 21.03.2025
/ DE000UM30A87
UBS Call 55 EBA 21.03.2025/ DE000UM30A87 /
9/4/2024 7:25:28 PM |
Chg.-0.050 |
Bid8:17:04 PM |
Ask8:17:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.000EUR |
-1.64% |
2.970 Bid Size: 2,000 |
2.980 Ask Size: 2,000 |
EBAY INC. DL... |
55.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM30A8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/27/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-1.78 |
Time value: |
2.98 |
Break-even: |
57.98 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.50 |
Theta: |
-0.01 |
Omega: |
8.87 |
Rho: |
0.13 |
Quote data
Open: |
2.970 |
High: |
3.000 |
Low: |
2.950 |
Previous Close: |
3.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.53% |
1 Month |
|
|
+22.95% |
3 Months |
|
|
+46.34% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.790 |
1M High / 1M Low: |
3.060 |
2.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.697 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |