UBS Call 132 EA 17.01.2025
/ CH1304646818
UBS Call 132 EA 17.01.2025/ CH1304646818 /
2024-08-30 9:55:42 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
+6.67% |
- 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: |
6.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.79 |
Implied volatility: |
0.32 |
Historic volatility: |
0.15 |
Parity: |
1.79 |
Time value: |
0.47 |
Break-even: |
142.09 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.89% |
Delta: |
0.81 |
Theta: |
-0.03 |
Omega: |
4.94 |
Rho: |
0.34 |
Quote data
Open: |
2.100 |
High: |
2.260 |
Low: |
2.050 |
Previous Close: |
2.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.15% |
1 Month |
|
|
-4.68% |
3 Months |
|
|
+93.10% |
YTD |
|
|
+23.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.240 |
1.950 |
1M High / 1M Low: |
2.350 |
1.810 |
6M High / 6M Low: |
2.350 |
0.840 |
High (YTD): |
2024-07-31 |
2.350 |
Low (YTD): |
2024-05-13 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.33% |
Volatility 6M: |
|
116.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |