UBS Call 122 EA 17.01.2025
/ DE000UM4ZY47
UBS Call 122 EA 17.01.2025/ DE000UM4ZY47 /
2024-09-13 9:54:06 PM |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
+4.58% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
122.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UM4ZY4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-04-24 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.29 |
Intrinsic value: |
2.15 |
Implied volatility: |
0.36 |
Historic volatility: |
0.15 |
Parity: |
2.15 |
Time value: |
0.38 |
Break-even: |
135.45 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.80% |
Delta: |
0.84 |
Theta: |
-0.03 |
Omega: |
4.39 |
Rho: |
0.29 |
Quote data
Open: |
2.370 |
High: |
2.550 |
Low: |
2.360 |
Previous Close: |
2.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.36% |
1 Month |
|
|
-5.64% |
3 Months |
|
|
+25.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.510 |
2.350 |
1M High / 1M Low: |
3.050 |
2.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |