UBS Call 130 EA 17.01.2025
/ CH1304646800
UBS Call 130 EA 17.01.2025/ CH1304646800 /
10/16/2024 1:00:02 PM |
Chg.-0.030 |
Bid1:11:40 PM |
Ask1:11:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.810EUR |
-1.63% |
1.810 Bid Size: 5,000 |
1.920 Ask Size: 5,000 |
Electronic Arts Inc |
130.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
11/8/2023 |
Last trading day: |
1/16/2025 |
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 |
|
|
+10.37% |
1 Month |
|
|
-2.69% |
3 Months |
|
|
-14.22% |
YTD |
|
|
-6.22% |
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): |
7/31/2024 |
2.550 |
Low (YTD): |
5/17/2024 |
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: |
|
- |