UBS Call 130 EA 17.01.2025
/ CH1304646800
UBS Call 130 EA 17.01.2025/ CH1304646800 /
| 2024-07-12 7:33:55 PM |
Chg.-0.040 |
Bid9:56:14 PM |
Ask9:56:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-1.88% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL88CN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
1.41 |
| Time value: |
0.70 |
| Break-even: |
140.65 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.44% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.79 |
| Rho: |
0.41 |
Quote data
| Open: |
2.030 |
| High: |
2.170 |
| Low: |
2.030 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.33% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
+64.57% |
| YTD |
|
|
+8.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.500 |
| 1M High / 1M Low: |
2.130 |
1.400 |
| 6M High / 6M Low: |
2.380 |
0.930 |
| High (YTD): |
2024-02-15 |
2.380 |
| Low (YTD): |
2024-05-17 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.96% |
| Volatility 6M: |
|
109.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
