UBS Call 130 EA 17.01.2025
/ CH1304646800
UBS Call 130 EA 17.01.2025/ CH1304646800 /
| 8/9/2024 7:30:34 PM |
Chg.0.000 |
Bid9:56:53 PM |
Ask9:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
1.52 |
| Time value: |
0.61 |
| Break-even: |
140.39 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
3.40% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.86 |
| Rho: |
0.36 |
Quote data
| Open: |
2.100 |
| High: |
2.180 |
| Low: |
2.040 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.31% |
| 1 Month |
|
|
+9.47% |
| 3 Months |
|
|
+114.43% |
| YTD |
|
|
+7.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.000 |
| 1M High / 1M Low: |
2.550 |
1.760 |
| 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: |
|
2.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.47% |
| Volatility 6M: |
|
117.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
