UBS Call 150 EA 17.01.2025
/ CH1304619484
UBS Call 150 EA 17.01.2025/ CH1304619484 /
10/16/2024 2:59:07 PM |
Chg.-0.040 |
Bid3:54:01 PM |
Ask3:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-6.67% |
0.580 Bid Size: 10,000 |
0.600 Ask Size: 10,000 |
Electronic Arts Inc |
150.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
UL98FD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
11/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-0.33 |
Time value: |
0.62 |
Break-even: |
144.03 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
10.40 |
Rho: |
0.15 |
Quote data
Open: |
0.560 |
High: |
0.570 |
Low: |
0.560 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.00% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-40.43% |
YTD |
|
|
-40.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.430 |
1M High / 1M Low: |
0.700 |
0.360 |
6M High / 6M Low: |
1.240 |
0.249 |
High (YTD): |
7/31/2024 |
1.240 |
Low (YTD): |
5/20/2024 |
0.249 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.609 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.75% |
Volatility 6M: |
|
205.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |