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: |
|
- |