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: |
|
- |