UBS Call 52 EBAY 21.06.2024/  DE000UL1EJJ2  /

Frankfurt Zert./UBS
2024-06-12  10:22:39 AM Chg.+0.030 Bid10:26:08 AM Ask- Underlying Strike price Expiration date Option type
1.500EUR +2.04% 1.490
Bid Size: 6,000
-
Ask Size: -
eBay Inc 52.00 USD 2024-06-21 Call
 

Master data

WKN: UL1EJJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-07
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 33.57
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.93
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.93
Time value: 0.54
Break-even: 49.89
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 2.80%
Delta: 0.68
Theta: -0.05
Omega: 22.68
Rho: 0.01
 

Quote data

Open: 1.470
High: 1.500
Low: 1.470
Previous Close: 1.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.46%
1 Month  
+57.89%
3 Months
  -9.09%
YTD  
+130.77%
1 Year  
+4.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.040 1.470
1M High / 1M Low: 2.370 0.870
6M High / 6M Low: 2.370 0.390
High (YTD): 2024-05-27 2.370
Low (YTD): 2024-01-26 0.390
52W High: 2024-05-27 2.370
52W Low: 2024-01-26 0.390
Avg. price 1W:   1.684
Avg. volume 1W:   0.000
Avg. price 1M:   1.585
Avg. volume 1M:   0.000
Avg. price 6M:   1.122
Avg. volume 6M:   0.000
Avg. price 1Y:   1.060
Avg. volume 1Y:   0.000
Volatility 1M:   460.60%
Volatility 6M:   261.26%
Volatility 1Y:   205.66%
Volatility 3Y:   -