UBS Call 124 EA 17.01.2025
/ CH1304646768
UBS Call 124 EA 17.01.2025/ CH1304646768 /
04/10/2024 21:54:43 |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.010EUR |
+7.49% |
- 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: |
6.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
1.70 |
Time value: |
0.33 |
Break-even: |
133.28 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.00% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
5.32 |
Rho: |
0.25 |
Quote data
Open: |
1.840 |
High: |
2.030 |
Low: |
1.820 |
Previous Close: |
1.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.94% |
1 Month |
|
|
-9.05% |
3 Months |
|
|
+4.69% |
YTD |
|
|
-12.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.070 |
1.870 |
1M High / 1M Low: |
2.370 |
1.800 |
6M High / 6M Low: |
2.970 |
1.240 |
High (YTD): |
31/07/2024 |
2.970 |
Low (YTD): |
08/05/2024 |
1.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.035 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.40% |
Volatility 6M: |
|
102.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |