UBS Call 134 EA 17.01.2025
/ CH1304646826
UBS Call 134 EA 17.01.2025/ CH1304646826 /
| 8/29/2024 8:45:37 AM |
Chg.+0.03 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+1.66% |
-
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: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
0.54 |
| Break-even: |
139.65 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
5.38 |
| Rho: |
0.32 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.65% |
| 1 Month |
|
|
+3.37% |
| 3 Months |
|
|
+82.18% |
| YTD |
|
|
+7.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.71 |
| 1M High / 1M Low: |
2.20 |
1.68 |
| 6M High / 6M Low: |
2.20 |
0.73 |
| High (YTD): |
8/1/2024 |
2.20 |
| Low (YTD): |
5/14/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.03% |
| Volatility 6M: |
|
132.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
