UBS Call 140 EA 17.01.2025
/ CH1304619427
UBS Call 140 EA 17.01.2025/ CH1304619427 /
30/08/2024 21:55:43 |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.640EUR |
+7.19% |
- Bid Size: - |
- Ask Size: - |
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: |
8.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
1.07 |
Time value: |
0.59 |
Break-even: |
143.33 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.22% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
6.10 |
Rho: |
0.32 |
Quote data
Open: |
1.530 |
High: |
1.660 |
Low: |
1.480 |
Previous Close: |
1.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.31% |
1 Month |
|
|
+3.80% |
3 Months |
|
|
+110.26% |
YTD |
|
|
+17.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.640 |
1.410 |
1M High / 1M Low: |
1.640 |
1.300 |
6M High / 6M Low: |
1.780 |
0.520 |
High (YTD): |
31/07/2024 |
1.780 |
Low (YTD): |
13/05/2024 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.65% |
Volatility 6M: |
|
141.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |