UBS Call 132 EA 17.01.2025
/ CH1304646818
UBS Call 132 EA 17.01.2025/ CH1304646818 /
| 2024-06-26 9:59:46 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
132.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.81 |
| Time value: |
0.85 |
| Break-even: |
139.86 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
3.75% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.48 |
| Rho: |
0.42 |
Quote data
| Open: |
1.620 |
| High: |
1.640 |
| Low: |
1.560 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.59% |
| 1 Month |
|
|
+24.03% |
| 3 Months |
|
|
+15.94% |
| YTD |
|
|
-12.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.460 |
| 1M High / 1M Low: |
1.670 |
1.080 |
| 6M High / 6M Low: |
2.260 |
0.840 |
| High (YTD): |
2024-02-15 |
2.260 |
| Low (YTD): |
2024-05-13 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.25% |
| Volatility 6M: |
|
106.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
