UBS Call 145 EA 17.01.2025
/ CH1304619450
UBS Call 145 EA 17.01.2025/ CH1304619450 /
| 2024-07-26 8:26:47 PM |
Chg.+0.140 |
Bid8:26:47 PM |
Ask8:26:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+14.74% |
1.090
Bid Size: 10,000 |
1.110
Ask Size: 10,000 |
Electronic Arts Inc |
145.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9R0L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
13.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.29 |
| Time value: |
0.97 |
| Break-even: |
143.32 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
7.11 |
| Rho: |
0.28 |
Quote data
| Open: |
0.930 |
| High: |
1.100 |
| Low: |
0.920 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.74% |
| 1 Month |
|
|
+26.74% |
| 3 Months |
|
|
+87.93% |
| YTD |
|
|
-6.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.860 |
| 1M High / 1M Low: |
1.220 |
0.680 |
| 6M High / 6M Low: |
1.480 |
0.370 |
| High (YTD): |
2024-02-15 |
1.480 |
| Low (YTD): |
2024-05-13 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.37% |
| Volatility 6M: |
|
158.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
