UBS Call 60 EBA 20.12.2024
/ DE000UM9WZ10
UBS Call 60 EBA 20.12.2024/ DE000UM9WZ10 /
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: |
|
- |