UBS Call 132 EA 17.01.2025
/ CH1304646818
UBS Call 132 EA 17.01.2025/ CH1304646818 /
| 8/9/2024 6:52:14 PM |
Chg.-0.080 |
Bid6:52:14 PM |
Ask6:52:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-4.06% |
1.890
Bid Size: 10,000 |
1.960
Ask Size: 10,000 |
Electronic Arts Inc |
132.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL89G2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 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: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
0.66 |
| Break-even: |
141.34 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
3.55% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
4.97 |
| Rho: |
0.36 |
Quote data
| Open: |
1.970 |
| High: |
2.040 |
| Low: |
1.850 |
| Previous Close: |
1.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.09% |
| 1 Month |
|
|
+20.38% |
| 3 Months |
|
|
+112.36% |
| YTD |
|
|
+3.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.810 |
| 1M High / 1M Low: |
2.350 |
1.560 |
| 6M High / 6M Low: |
2.350 |
0.840 |
| High (YTD): |
7/31/2024 |
2.350 |
| Low (YTD): |
5/13/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.76% |
| Volatility 6M: |
|
120.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
