UBS Call 57 EBAY 19.12.2025/  DE000UM3ZNW7  /

UBS Investment Bank
2024-09-04  9:17:30 AM Chg.+0.010 Bid9:17:30 AM Ask9:17:30 AM Underlying Strike price Expiration date Option type
0.820EUR +1.23% 0.820
Bid Size: 5,000
0.850
Ask Size: 5,000
eBay Inc 57.00 USD 2025-12-19 Call
 

Master data

WKN: UM3ZNW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 57.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-02
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.19
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.19
Time value: 0.70
Break-even: 60.40
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 7.23%
Delta: 0.66
Theta: -0.01
Omega: 3.97
Rho: 0.34
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month  
+10.81%
3 Months  
+17.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 0.870 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -