UBS Call 60 EBA 20.12.2024/  DE000UM9WZ10  /

UBS Investment Bank
2024-10-31  8:54:43 PM Chg.-1.680 Bid- Ask- Underlying Strike price Expiration date Option type
1.010EUR -62.45% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 60.00 - 2024-12-20 Call
 

Master data

WKN: UM9WZ1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2024-09-20
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 21.36
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -2.32
Time value: 2.70
Break-even: 62.70
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.44
Theta: -0.04
Omega: 9.42
Rho: 0.03
 

Quote data

Open: 1.050
High: 1.090
Low: 0.770
Previous Close: 2.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.99%
1 Month
  -69.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.970 2.690
1M High / 1M Low: 3.790 2.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.796
Avg. volume 1W:   0.000
Avg. price 1M:   3.334
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -