UBS Call 136 EA 17.01.2025
/ CH1304619401
UBS Call 136 EA 17.01.2025/ CH1304619401 /
| 2024-11-07 9:37:24 PM |
Chg.+0.120 |
Bid9:37:24 PM |
Ask9:37:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
+5.36% |
2.360
Bid Size: 10,000 |
2.390
Ask Size: 10,000 |
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: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
2.05 |
| Time value: |
0.21 |
| Break-even: |
149.33 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
5.71 |
| Rho: |
0.21 |
Quote data
| Open: |
2.210 |
| High: |
2.370 |
| Low: |
2.160 |
| Previous Close: |
2.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.03% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+52.26% |
| YTD |
|
|
+47.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.650 |
| 1M High / 1M Low: |
2.240 |
1.110 |
| 6M High / 6M Low: |
2.240 |
0.670 |
| High (YTD): |
2024-11-06 |
2.240 |
| Low (YTD): |
2024-05-13 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.78% |
| Volatility 6M: |
|
141.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
