UBS Call 128 EA 17.01.2025
/ CH1304646792
UBS Call 128 EA 17.01.2025/ CH1304646792 /
| 16/08/2024 18:57:28 |
Chg.+0.130 |
Bid18:57:28 |
Ask18:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+5.91% |
2.330
Bid Size: 10,000 |
2.350
Ask Size: 10,000 |
Electronic Arts Inc |
128.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9JRZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 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: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
1.74 |
| Time value: |
0.53 |
| Break-even: |
139.36 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
3.18% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.71 |
| Rho: |
0.35 |
Quote data
| Open: |
2.220 |
| High: |
2.330 |
| Low: |
2.110 |
| Previous Close: |
2.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
+100.86% |
| YTD |
|
|
+13.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
2.180 |
| 1M High / 1M Low: |
2.650 |
1.820 |
| 6M High / 6M Low: |
2.650 |
1.030 |
| High (YTD): |
31/07/2024 |
2.650 |
| Low (YTD): |
13/05/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.98% |
| Volatility 6M: |
|
107.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
