UBS Call 146 EA 17.01.2025
/ CH1304619468
UBS Call 146 EA 17.01.2025/ CH1304619468 /
2024-08-30 9:55:47 PM |
Chg.+0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+7.83% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
146.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL93Y8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
146.00 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: |
10.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
0.53 |
Time value: |
0.73 |
Break-even: |
144.76 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.61% |
Delta: |
0.66 |
Theta: |
-0.04 |
Omega: |
7.18 |
Rho: |
0.30 |
Quote data
Open: |
1.150 |
High: |
1.260 |
Low: |
1.100 |
Previous Close: |
1.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.53% |
1 Month |
|
|
+1.64% |
3 Months |
|
|
+125.45% |
YTD |
|
|
+11.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.050 |
1M High / 1M Low: |
1.240 |
0.980 |
6M High / 6M Low: |
1.400 |
0.340 |
High (YTD): |
2024-02-15 |
1.430 |
Low (YTD): |
2024-05-13 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.799 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.43% |
Volatility 6M: |
|
161.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |