UBS Call 59 EBAY 20.12.2024/  DE000UM6DFL6  /

UBS Investment Bank
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:   -