UBS Call 60 EBA 20.12.2024/  DE000UM532H8  /

UBS Investment Bank
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:   -