UBS Call 60 EBA 20.12.2024/  DE000UM532H8  /

EUWAX
12/11/2024  09:01:00 Chg.+0.050 Bid22:00:22 Ask22:00:22 Underlying Strike price Expiration date Option type
0.330EUR +17.86% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 60.00 - 20/12/2024 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: 20/12/2024
Issue date: 03/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.74
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -0.15
Time value: 0.33
Break-even: 63.30
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 1.12
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.48
Theta: -0.05
Omega: 8.54
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.83%
1 Month
  -52.17%
3 Months  
+43.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.236
1M High / 1M Low: 0.780 0.113
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.273
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   442.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -