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UBS Call 154 EA 20.09.2024/  CH1280740734  /

UBS Investment Bank
17/07/2024  16:08:16 Chg.0.000 Bid16:08:16 Ask16:08:16 Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.360
Bid Size: 10,000		 0.380
Ask Size: 10,000		 Electronic Arts Inc 154.00 USD 20/09/2024 Call
 

Master data

WKN: UL358N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 154.00 USD
Maturity: 20/09/2024
Issue date: 11/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.67
Time value: 0.38
Break-even: 145.06
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.38
Theta: -0.05
Omega: 13.36
Rho: 0.08
 

Quote data

Open: 0.300
High: 0.390
Low: 0.280
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+179.07%
3 Months  
+260.00%
YTD
  -32.08%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.072
6M High / 6M Low: 0.700 0.039
High (YTD): 15/02/2024 0.700
Low (YTD): 20/05/2024 0.039
52W High: 25/07/2023 1.120
52W Low: 20/05/2024 0.039
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.406
Avg. volume 1Y:   0.000
Volatility 1M:   398.77%
Volatility 6M:   363.87%
Volatility 1Y:   270.22%
Volatility 3Y:   -