UBS Call 148 EA 17.01.2025
/ CH1304619476
UBS Call 148 EA 17.01.2025/ CH1304619476 /
| 2024-07-26 8:43:34 AM |
Chg.+0.040 |
Bid5:24:15 PM |
Ask5:24:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
0.890
Bid Size: 10,000 |
0.910
Ask Size: 10,000 |
Electronic Arts Inc |
148.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL949W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 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: |
15.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.84 |
| Break-even: |
144.79 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
7.53 |
| Rho: |
0.26 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.36% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+62.00% |
| YTD |
|
|
-21.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.700 |
| 1M High / 1M Low: |
1.030 |
0.540 |
| 6M High / 6M Low: |
1.320 |
0.280 |
| High (YTD): |
2024-02-16 |
1.320 |
| Low (YTD): |
2024-05-14 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.83% |
| Volatility 6M: |
|
184.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
