UBS Call 60 EBA 16.01.2026
/ DE000UM6FE92
UBS Call 60 EBA 16.01.2026/ DE000UM6FE92 /
9/4/2024 10:05:53 AM |
Chg.+0.010 |
Bid10:05:53 AM |
Ask10:05:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+1.45% |
0.700 Bid Size: 7,500 |
0.720 Ask Size: 7,500 |
EBAY INC. DL... |
60.00 - |
1/16/2026 |
Call |
Master data
WKN: |
UM6FE9 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
1/16/2026 |
Issue date: |
6/3/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
-0.68 |
Time value: |
0.75 |
Break-even: |
67.50 |
Moneyness: |
0.89 |
Premium: |
0.27 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.06 |
Spread %: |
8.70% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
3.68 |
Rho: |
0.28 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.690 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.06% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+14.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.660 |
1M High / 1M Low: |
0.740 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.696 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.642 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |