UBS Call 150 EA 17.01.2025
/ CH1304619484
UBS Call 150 EA 17.01.2025/ CH1304619484 /
| 10/16/2024 9:35:20 AM |
Chg.-0.040 |
Bid10/16/2024 |
Ask10/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-6.67% |
0.560
Bid Size: 2,500 |
0.660
Ask Size: 2,500 |
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: |
0.560 |
| 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: |
|
- |
