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: |
|
- |