UBS Call 40 EBA 21.06.2024
/ CH1218497464
UBS Call 40 EBA 21.06.2024/ CH1218497464 /
| 2024-05-17 9:41:22 AM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6XV5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-20 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
2.86 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
0.30 |
| Break-even: |
51.70 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
37.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.46 |
| Omega: |
3.18 |
| Rho: |
0.00 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.160 |
| Previous Close: |
1.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.69% |
| 3 Months |
|
|
-0.85% |
| YTD |
|
|
+118.87% |
| 1 Year |
|
|
+36.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.180 |
1.160 |
| 6M High / 6M Low: |
1.240 |
0.340 |
| High (YTD): |
2024-03-28 |
1.240 |
| Low (YTD): |
2024-01-31 |
0.340 |
| 52W High: |
2024-03-28 |
1.240 |
| 52W Low: |
2023-11-13 |
0.310 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.702 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
131.00% |
| Volatility 1Y: |
|
134.82% |
| Volatility 3Y: |
|
- |
