UBS Call 128 EA 17.01.2025
/ CH1304646792
UBS Call 128 EA 17.01.2025/ CH1304646792 /
| 8/30/2024 8:46:31 AM |
Chg.+0.13 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+5.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
2.16 |
| Time value: |
0.41 |
| Break-even: |
141.57 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
0.34 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
-3.59% |
| 3 Months |
|
|
+92.06% |
| YTD |
|
|
+17.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.16 |
| 1M High / 1M Low: |
2.65 |
2.10 |
| 6M High / 6M Low: |
2.65 |
1.00 |
| High (YTD): |
8/1/2024 |
2.65 |
| Low (YTD): |
5/9/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.14% |
| Volatility 6M: |
|
114.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
