UBS Call 128 EA 17.01.2025
/ CH1304646792
UBS Call 128 EA 17.01.2025/ CH1304646792 /
| 7/17/2024 5:15:27 PM |
Chg.+0.040 |
Bid5:15:27 PM |
Ask5:15:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
+1.73% |
2.350
Bid Size: 10,000 |
2.370
Ask Size: 10,000 |
Electronic Arts Inc |
128.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.71 |
| Time value: |
0.62 |
| Break-even: |
140.71 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.55 |
| Rho: |
0.42 |
Quote data
| Open: |
2.230 |
| High: |
2.370 |
| Low: |
2.170 |
| Previous Close: |
2.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.81% |
| 1 Month |
|
|
+40.72% |
| 3 Months |
|
|
+89.52% |
| YTD |
|
|
+14.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
2.140 |
| 1M High / 1M Low: |
2.310 |
1.600 |
| 6M High / 6M Low: |
2.530 |
1.030 |
| High (YTD): |
2/15/2024 |
2.530 |
| Low (YTD): |
5/13/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.84% |
| Volatility 6M: |
|
102.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
