UBS Call 134 EA 17.01.2025
/ CH1304646826
UBS Call 134 EA 17.01.2025/ CH1304646826 /
8/30/2024 9:56:40 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
134.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
11/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.61 |
Implied volatility: |
0.30 |
Historic volatility: |
0.15 |
Parity: |
1.61 |
Time value: |
0.49 |
Break-even: |
142.30 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
5.22 |
Rho: |
0.34 |
Quote data
Open: |
1.950 |
High: |
2.100 |
Low: |
1.900 |
Previous Close: |
1.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.54% |
1 Month |
|
|
+5.05% |
3 Months |
|
|
+96.23% |
YTD |
|
|
+22.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.080 |
1.810 |
1M High / 1M Low: |
2.080 |
1.680 |
6M High / 6M Low: |
2.200 |
0.750 |
High (YTD): |
7/31/2024 |
2.200 |
Low (YTD): |
5/13/2024 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.846 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.383 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.14% |
Volatility 6M: |
|
123.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |