UBS Call 60 EBA 20.09.2024/  DE000UM6M8J1  /

EUWAX
2024-09-03  9:01:20 AM Chg.+0.001 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.066EUR +1.54% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 60.00 - 2024-09-20 Call
 

Master data

WKN: UM6M8J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2024-06-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.22
Parity: -0.66
Time value: 0.11
Break-even: 61.14
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 17.28
Spread abs.: 0.06
Spread %: 111.11%
Delta: 0.25
Theta: -0.08
Omega: 11.75
Rho: 0.01
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.54%
1 Month  
+15.79%
3 Months
  -43.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.028
1M High / 1M Low: 0.094 0.008
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,158.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -