UBS Call 136 EA 17.01.2025
/ CH1304619401
UBS Call 136 EA 17.01.2025/ CH1304619401 /
| 29/08/2024 19:28:26 |
Chg.+0.130 |
Bid21:56:30 |
Ask21:56:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+7.43% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
136.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
1.20 |
| Time value: |
0.57 |
| Break-even: |
139.95 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.69 |
| Rho: |
0.32 |
Quote data
| Open: |
1.720 |
| High: |
1.880 |
| Low: |
1.720 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.77% |
| 1 Month |
|
|
+4.44% |
| 3 Months |
|
|
+95.83% |
| YTD |
|
|
+18.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.520 |
| 1M High / 1M Low: |
2.110 |
1.520 |
| 6M High / 6M Low: |
2.110 |
0.670 |
| High (YTD): |
31/07/2024 |
2.110 |
| Low (YTD): |
20/05/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.54% |
| Volatility 6M: |
|
133.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
