UBS Call 125 EA 17.01.2025
/ CH1304646776
UBS Call 125 EA 17.01.2025/ CH1304646776 /
| 8/30/2024 9:55:49 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
+5.66% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
125.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
2.43 |
| Time value: |
0.39 |
| Break-even: |
141.35 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.18 |
| Rho: |
0.34 |
Quote data
| Open: |
2.650 |
| High: |
2.820 |
| Low: |
2.590 |
| Previous Close: |
2.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.18% |
| 1 Month |
|
|
-3.11% |
| 3 Months |
|
|
+77.22% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.480 |
| 1M High / 1M Low: |
2.890 |
2.310 |
| 6M High / 6M Low: |
2.890 |
1.180 |
| High (YTD): |
7/31/2024 |
2.890 |
| Low (YTD): |
5/8/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.95% |
| Volatility 6M: |
|
99.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
