UBS Call 138 EA 17.01.2025
/ CH1304619419
UBS Call 138 EA 17.01.2025/ CH1304619419 /
| 2024-07-26 8:32:41 PM |
Chg.+0.180 |
Bid8:32:41 PM |
Ask8:32:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+13.85% |
1.480
Bid Size: 10,000 |
1.500
Ask Size: 10,000 |
Electronic Arts Inc |
138.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9S40 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 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: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
0.97 |
| Break-even: |
140.37 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
6.20 |
| Rho: |
0.33 |
Quote data
| Open: |
1.290 |
| High: |
1.490 |
| Low: |
1.280 |
| Previous Close: |
1.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
+20.33% |
| 3 Months |
|
|
+80.49% |
| YTD |
|
|
-0.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.200 |
| 1M High / 1M Low: |
1.630 |
1.000 |
| 6M High / 6M Low: |
1.880 |
0.590 |
| High (YTD): |
2024-02-15 |
1.880 |
| Low (YTD): |
2024-05-13 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.59% |
| Volatility 6M: |
|
135.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
