UBS Call 125 EA 17.01.2025
/ CH1304646776
UBS Call 125 EA 17.01.2025/ CH1304646776 /
2024-09-13 9:54:42 PM |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.280EUR |
+5.07% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
125.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9GJ2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 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: |
5.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
1.78 |
Implied volatility: |
0.33 |
Historic volatility: |
0.15 |
Parity: |
1.78 |
Time value: |
0.41 |
Break-even: |
134.73 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.92% |
Delta: |
0.82 |
Theta: |
-0.03 |
Omega: |
4.89 |
Rho: |
0.29 |
Quote data
Open: |
2.140 |
High: |
2.310 |
Low: |
2.130 |
Previous Close: |
2.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.04% |
1 Month |
|
|
-8.06% |
3 Months |
|
|
+29.55% |
YTD |
|
|
+1.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.180 |
2.120 |
1M High / 1M Low: |
2.800 |
2.120 |
6M High / 6M Low: |
2.890 |
1.180 |
High (YTD): |
2024-07-31 |
2.890 |
Low (YTD): |
2024-05-08 |
1.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.950 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.85% |
Volatility 6M: |
|
101.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |