UBS Call 140 EA 17.01.2025
/ CH1304619427
UBS Call 140 EA 17.01.2025/ CH1304619427 /
| 10/4/2024 7:34:22 PM |
Chg.+0.080 |
Bid9:54:51 PM |
Ask9:54:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+9.88% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
140.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9SV3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.25 |
| Time value: |
0.69 |
| Break-even: |
136.96 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
8.38 |
| Rho: |
0.20 |
Quote data
| Open: |
0.780 |
| High: |
0.890 |
| Low: |
0.770 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.88% |
| 1 Month |
|
|
-21.93% |
| 3 Months |
|
|
-3.26% |
| YTD |
|
|
-35.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.810 |
| 1M High / 1M Low: |
1.220 |
0.750 |
| 6M High / 6M Low: |
1.830 |
0.520 |
| High (YTD): |
7/31/2024 |
1.830 |
| Low (YTD): |
5/20/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.44% |
| Volatility 6M: |
|
153.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
