UBS Call 60 EBA 20.12.2024
/ DE000UM532H8
UBS Call 60 EBA 20.12.2024/ DE000UM532H8 /
11/12/2024 3:34:39 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+9.38% |
- 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: |
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: |
0.350 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.69% |
1 Month |
|
|
-52.05% |
3 Months |
|
|
+65.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.245 |
1M High / 1M Low: |
0.790 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.289 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
489.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |