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: |
|
- |