UBS Call 60 EBA 20.12.2024/  DE000UM532H8  /

UBS Investment Bank
7/26/2024  9:56:49 PM Chg.+0.054 Bid- Ask- Underlying Strike price Expiration date Option type
0.239EUR +29.19% -
Bid Size: -
-
Ask Size: -
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: 19.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -1.01
Time value: 0.25
Break-even: 62.50
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 4.60%
Delta: 0.32
Theta: -0.02
Omega: 6.37
Rho: 0.05
 

Quote data

Open: 0.184
High: 0.244
Low: 0.183
Previous Close: 0.185
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.94%
1 Month  
+27.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.239 0.184
1M High / 1M Low: 0.250 0.124
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -