UBS Call 144 EA 17.01.2025
/ CH1304619443
UBS Call 144 EA 17.01.2025/ CH1304619443 /
2024-11-08 9:56:24 PM |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.550EUR |
-9.36% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
144.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9TY6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
144.00 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: |
9.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
1.30 |
Time value: |
0.27 |
Break-even: |
150.06 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
7.61 |
Rho: |
0.20 |
Quote data
Open: |
1.690 |
High: |
1.710 |
Low: |
1.520 |
Previous Close: |
1.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.20% |
1 Month |
|
|
+106.67% |
3 Months |
|
|
+32.48% |
YTD |
|
|
+29.17% |
1 Year |
|
|
+34.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.180 |
1M High / 1M Low: |
1.710 |
0.670 |
6M High / 6M Low: |
1.710 |
0.400 |
High (YTD): |
2024-11-07 |
1.710 |
Low (YTD): |
2024-05-13 |
0.400 |
52W High: |
2024-11-07 |
1.710 |
52W Low: |
2024-05-13 |
0.400 |
Avg. price 1W: |
|
1.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.970 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.915 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.006 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
144.71% |
Volatility 6M: |
|
165.16% |
Volatility 1Y: |
|
137.62% |
Volatility 3Y: |
|
- |