UBS Call 136 EA 17.01.2025
/ CH1304619401
UBS Call 136 EA 17.01.2025/ CH1304619401 /
2024-12-23 9:56:38 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
-4.00% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
136.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9RS0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
136.00 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: |
11.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
1.09 |
Time value: |
0.13 |
Break-even: |
142.92 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.67% |
Delta: |
0.84 |
Theta: |
-0.07 |
Omega: |
9.72 |
Rho: |
0.07 |
Quote data
Open: |
1.250 |
High: |
1.270 |
Low: |
1.130 |
Previous Close: |
1.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.83% |
1 Month |
|
|
-60.66% |
3 Months |
|
|
+11.11% |
YTD |
|
|
-25.00% |
1 Year |
|
|
-29.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.200 |
1M High / 1M Low: |
3.120 |
1.200 |
6M High / 6M Low: |
3.180 |
0.990 |
High (YTD): |
2024-11-21 |
3.180 |
Low (YTD): |
2024-05-13 |
0.670 |
52W High: |
2024-11-21 |
3.180 |
52W Low: |
2024-05-13 |
0.670 |
Avg. price 1W: |
|
1.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.741 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.525 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
114.50% |
Volatility 6M: |
|
122.01% |
Volatility 1Y: |
|
119.71% |
Volatility 3Y: |
|
- |