UBS Call 124 EA 17.01.2025
/ CH1304646768
UBS Call 124 EA 17.01.2025/ CH1304646768 /
| 2024-10-16 1:53:56 PM |
Chg.-0.030 |
Bid2:37:03 PM |
Ask2:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
-1.29% |
2.290
Bid Size: 5,000 |
2.390
Ask Size: 5,000 |
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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.16 |
| Parity: |
2.06 |
| Time value: |
0.28 |
| Break-even: |
137.34 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
4.94 |
| Rho: |
0.23 |
Quote data
| Open: |
2.280 |
| High: |
2.300 |
| Low: |
2.280 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-11.88% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
1.970 |
| 1M High / 1M Low: |
2.330 |
1.750 |
| 6M High / 6M Low: |
3.040 |
1.240 |
| High (YTD): |
2024-07-31 |
3.040 |
| Low (YTD): |
2024-05-14 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.29% |
| Volatility 6M: |
|
103.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
