UBS Call 125 EA 17.01.2025
/ CH1304646776
UBS Call 125 EA 17.01.2025/ CH1304646776 /
| 26/07/2024 21:17:28 |
Chg.+0.220 |
Bid21:17:28 |
Ask21:17:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+10.23% |
2.370
Bid Size: 10,000 |
2.390
Ask Size: 10,000 |
Electronic Arts Inc |
125.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.55 |
| Time value: |
0.62 |
| Break-even: |
136.89 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
4.67 |
| Rho: |
0.38 |
Quote data
| Open: |
2.140 |
| High: |
2.380 |
| Low: |
2.130 |
| Previous Close: |
2.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.75% |
| 1 Month |
|
|
+13.40% |
| 3 Months |
|
|
+64.58% |
| YTD |
|
|
+5.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
2.030 |
| 1M High / 1M Low: |
2.540 |
1.800 |
| 6M High / 6M Low: |
2.740 |
1.180 |
| High (YTD): |
15/02/2024 |
2.740 |
| Low (YTD): |
08/05/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.85% |
| Volatility 6M: |
|
100.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
