UBS Call 140 EA 17.01.2025
/ CH1304619427
UBS Call 140 EA 17.01.2025/ CH1304619427 /
| 05/07/2024 20:33:44 |
Chg.-0.030 |
Bid20:33:44 |
Ask20:33:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-3.13% |
0.930
Bid Size: 25,000 |
0.990
Ask Size: 25,000 |
Electronic Arts Inc |
140.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.12 |
| Time value: |
1.01 |
| Break-even: |
139.60 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
7.09 |
| Rho: |
0.33 |
Quote data
| Open: |
0.970 |
| High: |
0.980 |
| Low: |
0.910 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.71% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-1.06% |
| YTD |
|
|
-33.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.900 |
| 1M High / 1M Low: |
1.180 |
0.900 |
| 6M High / 6M Low: |
1.760 |
0.520 |
| High (YTD): |
15/02/2024 |
1.760 |
| Low (YTD): |
13/05/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.96% |
| Volatility 6M: |
|
130.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
