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: |
|
- |
