UBS Call 60 EBA 20.12.2024/  DE000UM532H8  /

Frankfurt Zert./UBS
11/14/2024  12:46:22 PM Chg.+0.020 Bid1:17:13 PM Ask1:17:13 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.290
Bid Size: 7,500
0.310
Ask Size: 7,500
EBAY INC. DL... 60.00 - 12/20/2024 Call
 

Master data

WKN: UM532H
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 6/3/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.20
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.23
Parity: -0.14
Time value: 0.29
Break-even: 62.90
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.47
Theta: -0.05
Omega: 9.55
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.280
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -63.16%
3 Months  
+49.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.790 0.094
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   518.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -