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: |
|
- |
