UBS Call 59 EBAY 20.12.2024
/ DE000UM6DFL6
UBS Call 59 EBAY 20.12.2024/ DE000UM6DFL6 /
2024-11-12 3:34:43 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
eBay Inc |
59.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
UM6DFL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
eBay Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
59.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-28 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
0.32 |
Time value: |
0.08 |
Break-even: |
59.33 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
11.47 |
Rho: |
0.04 |
Quote data
Open: |
0.400 |
High: |
0.430 |
Low: |
0.380 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
-47.50% |
3 Months |
|
|
+72.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.300 |
1M High / 1M Low: |
0.860 |
0.147 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.526 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
432.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |