UBS Call 124 EA 17.01.2025
/ CH1304646768
UBS Call 124 EA 17.01.2025/ CH1304646768 /
| 11/8/2024 9:56:20 PM |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
124.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.16 |
| Parity: |
3.16 |
| Time value: |
0.30 |
| Break-even: |
150.30 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.16 |
| Spread %: |
4.85% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
3.74 |
| Rho: |
0.18 |
Quote data
| Open: |
3.460 |
| High: |
3.480 |
| Low: |
3.250 |
| Previous Close: |
3.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.77% |
| 1 Month |
|
|
+57.89% |
| 3 Months |
|
|
+31.47% |
| YTD |
|
|
+43.48% |
| 1 Year |
|
|
+52.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.480 |
2.810 |
| 1M High / 1M Low: |
3.480 |
1.980 |
| 6M High / 6M Low: |
3.480 |
1.250 |
| High (YTD): |
11/7/2024 |
3.480 |
| Low (YTD): |
5/8/2024 |
1.240 |
| 52W High: |
11/7/2024 |
3.480 |
| 52W Low: |
5/8/2024 |
1.240 |
| Avg. price 1W: |
|
3.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.188 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
80.34% |
| Volatility 6M: |
|
99.15% |
| Volatility 1Y: |
|
85.10% |
| Volatility 3Y: |
|
- |
