UBS Call 59 EBAY 20.12.2024/  DE000UM6DFL6  /

UBS Investment Bank
11/8/2024  9:55:47 PM Chg.-0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.360EUR -2.70% -
Bid Size: -
-
Ask Size: -
eBay Inc 59.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/28/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.61
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.27
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.27
Time value: 0.10
Break-even: 58.75
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.74
Theta: -0.02
Omega: 11.54
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.390
Low: 0.330
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+144.90%
1 Month
  -53.85%
3 Months  
+45.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.860 0.147
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   420.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -