UBS Call 148 EA 17.01.2025
/ CH1304619476
UBS Call 148 EA 17.01.2025/ CH1304619476 /
30/08/2024 08:45:27 |
Chg.+0.08 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
+8.42% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
148.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
08/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
0.35 |
Time value: |
0.79 |
Break-even: |
145.37 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
0.63 |
Theta: |
-0.04 |
Omega: |
7.57 |
Rho: |
0.29 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
1.03 |
Previous Close: |
0.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.73% |
1 Month |
|
|
-15.57% |
3 Months |
|
|
+145.24% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.03 |
0.85 |
1M High / 1M Low: |
1.27 |
0.85 |
6M High / 6M Low: |
1.27 |
0.28 |
High (YTD): |
16/02/2024 |
1.32 |
Low (YTD): |
14/05/2024 |
0.28 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.54% |
Volatility 6M: |
|
185.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |