UBS Call 60 EBA 21.03.2025
/ DE000UM6FDW3
UBS Call 60 EBA 21.03.2025/ DE000UM6FDW3 /
| 2024-11-14 8:21:52 AM |
Chg.+0.010 |
Bid2024-11-14 |
Ask2024-11-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 5,000 |
0.520
Ask Size: 5,000 |
EBAY INC. DL... |
60.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM6FDW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.51 |
| Break-even: |
65.10 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
6.02 |
| Rho: |
0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
+58.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.940 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
