UBS Call 155 EA 17.01.2025/  CH1304619518  /

UBS Investment Bank
2024-07-26  9:55:07 PM Chg.+0.100 Bid- Ask- Underlying Strike price Expiration date Option type
0.670EUR +17.54% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 155.00 USD 2025-01-17 Call
 

Master data

WKN: UL97CA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.15
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -1.22
Time value: 0.59
Break-even: 148.74
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.38
Theta: -0.03
Omega: 8.52
Rho: 0.21
 

Quote data

Open: 0.550
High: 0.700
Low: 0.540
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.73%
1 Month  
+42.55%
3 Months  
+97.06%
YTD
  -12.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.770 0.370
6M High / 6M Low: 1.000 0.163
High (YTD): 2024-02-15 1.000
Low (YTD): 2024-05-13 0.163
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.70%
Volatility 6M:   197.51%
Volatility 1Y:   -
Volatility 3Y:   -