UBS Call 72 EBA 19.12.2025/  DE000UM9B760  /

UBS Investment Bank
2024-11-13  10:08:06 AM Chg.-0.010 Bid10:08:06 AM Ask10:08:06 AM Underlying Strike price Expiration date Option type
1.320EUR -0.75% 1.320
Bid Size: 750
1.330
Ask Size: 750
EBAY INC. DL... 72.00 - 2025-12-19 Call
 

Master data

WKN: UM9B76
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2025-12-19
Issue date: 2024-09-20
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 43.23
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.23
Parity: -14.07
Time value: 1.34
Break-even: 73.34
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.22
Theta: -0.01
Omega: 9.34
Rho: 0.12
 

Quote data

Open: 1.320
High: 1.320
Low: 1.320
Previous Close: 1.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.94%
1 Month
  -34.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.270
1M High / 1M Low: 2.050 1.000
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.358
Avg. volume 1W:   0.000
Avg. price 1M:   1.521
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -