UBS Call 124 EA 17.01.2025
/ CH1304646768
UBS Call 124 EA 17.01.2025/ CH1304646768 /
| 13/09/2024 19:39:09 |
Chg.+0.090 |
Bid21:51:18 |
Ask21:51:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
+3.98% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
124.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
1.97 |
| Time value: |
0.40 |
| Break-even: |
135.65 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
4.61 |
| Rho: |
0.29 |
Quote data
| Open: |
2.230 |
| High: |
2.390 |
| Low: |
2.220 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
-6.37% |
| 3 Months |
|
|
+31.28% |
| YTD |
|
|
+2.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.350 |
2.150 |
| 1M High / 1M Low: |
2.840 |
2.150 |
| 6M High / 6M Low: |
3.040 |
1.240 |
| High (YTD): |
31/07/2024 |
3.040 |
| Low (YTD): |
14/05/2024 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.92% |
| Volatility 6M: |
|
98.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
