UBS Call 134 EA 17.01.2025
/ CH1304646826
UBS Call 134 EA 17.01.2025/ CH1304646826 /
| 26/07/2024 21:54:51 |
Chg.+0.210 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
+13.64% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
134.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9FFN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
134.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.03 |
| Time value: |
0.74 |
| Break-even: |
141.14 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.43 |
| Rho: |
0.37 |
Quote data
| Open: |
1.530 |
| High: |
1.780 |
| Low: |
1.520 |
| Previous Close: |
1.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.53% |
| 1 Month |
|
|
+26.81% |
| 3 Months |
|
|
+76.77% |
| YTD |
|
|
+2.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.490 |
| 1M High / 1M Low: |
1.890 |
1.220 |
| 6M High / 6M Low: |
2.130 |
0.750 |
| High (YTD): |
15/02/2024 |
2.130 |
| Low (YTD): |
13/05/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.72% |
| Volatility 6M: |
|
125.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
