UBS Call 138 EA 17.01.2025
/ CH1304619419
UBS Call 138 EA 17.01.2025/ CH1304619419 /
2024-08-30 9:56:50 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
+7.19% |
- Bid Size: - |
- Ask Size: - |
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: |
7.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.25 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
1.25 |
Time value: |
0.55 |
Break-even: |
142.92 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.12% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
5.80 |
Rho: |
0.33 |
Quote data
Open: |
1.660 |
High: |
1.800 |
Low: |
1.610 |
Previous Close: |
1.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.60% |
1 Month |
|
|
-6.28% |
3 Months |
|
|
+108.14% |
YTD |
|
|
+20.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.790 |
1.540 |
1M High / 1M Low: |
1.910 |
1.420 |
6M High / 6M Low: |
1.910 |
0.590 |
High (YTD): |
2024-07-31 |
1.910 |
Low (YTD): |
2024-05-13 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.06% |
Volatility 6M: |
|
135.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |