UBS Put 55 EBAY 18.10.2024
/ DE000UM35MM4
UBS Put 55 EBAY 18.10.2024/ DE000UM35MM4 /
9/4/2024 8:26:40 AM |
Chg.+0.040 |
Bid11:17:17 AM |
Ask11:17:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+5.56% |
0.760 Bid Size: 750 |
0.770 Ask Size: 750 |
eBay Inc |
55.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
UM35MM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
eBay Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-80.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-3.44 |
Time value: |
0.66 |
Break-even: |
49.12 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-17.38 |
Rho: |
-0.01 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.64% |
1 Month |
|
|
-52.80% |
3 Months |
|
|
-62.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.720 |
1M High / 1M Low: |
1.700 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.775 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |