UBS Call 130 EA 17.01.2025
/ CH1304646800
UBS Call 130 EA 17.01.2025/ CH1304646800 /
| 16/10/2024 10:10:04 |
Chg.-0.040 |
Bid10:13:08 |
Ask10:13:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-2.17% |
1.800
Bid Size: 5,000 |
1.900
Ask Size: 5,000 |
Electronic Arts Inc |
130.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.51 |
| Time value: |
0.35 |
| Break-even: |
138.05 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
5.83 |
| Rho: |
0.23 |
Quote data
| Open: |
1.800 |
| High: |
1.810 |
| Low: |
1.800 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-3.23% |
| 3 Months |
|
|
-14.69% |
| YTD |
|
|
-6.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.520 |
| 1M High / 1M Low: |
1.860 |
1.330 |
| 6M High / 6M Low: |
2.550 |
0.930 |
| High (YTD): |
31/07/2024 |
2.550 |
| Low (YTD): |
17/05/2024 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.59% |
| Volatility 6M: |
|
121.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
