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: |
|
- |
