UBS Call 128 EA 17.01.2025
/ CH1304646792
UBS Call 128 EA 17.01.2025/ CH1304646792 /
| 2024-07-26 8:44:18 AM |
Chg.+0.04 |
Bid4:49:53 PM |
Ask4:49:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+2.11% |
2.02
Bid Size: 10,000 |
2.04
Ask Size: 10,000 |
Electronic Arts Inc |
128.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
1.27 |
| Time value: |
0.68 |
| Break-even: |
137.46 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
5.00 |
| Rho: |
0.37 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.91% |
| 1 Month |
|
|
+3.74% |
| 3 Months |
|
|
+51.56% |
| YTD |
|
|
-5.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.81 |
| 1M High / 1M Low: |
2.30 |
1.55 |
| 6M High / 6M Low: |
2.53 |
1.00 |
| High (YTD): |
2024-02-16 |
2.53 |
| Low (YTD): |
2024-05-09 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.69% |
| Volatility 6M: |
|
114.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
