UBS Call 124 EA 17.01.2025
/ CH1304646768
UBS Call 124 EA 17.01.2025/ CH1304646768 /
| 2024-07-12 7:29:59 PM |
Chg.-0.020 |
Bid9:57:04 PM |
Ask9:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-0.78% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
124.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9LYA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
1.96 |
| Time value: |
0.59 |
| Break-even: |
139.53 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.23 |
| Rho: |
0.43 |
Quote data
| Open: |
2.470 |
| High: |
2.640 |
| Low: |
2.470 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.16% |
| 1 Month |
|
|
+38.25% |
| 3 Months |
|
|
+59.12% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.900 |
| 1M High / 1M Low: |
2.550 |
1.790 |
| 6M High / 6M Low: |
2.800 |
1.240 |
| High (YTD): |
2024-02-15 |
2.800 |
| Low (YTD): |
2024-05-14 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.20% |
| Volatility 6M: |
|
94.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
