UBS Call 155 EA 17.01.2025/  CH1304619518  /

UBS Investment Bank
7/5/2024  9:55:06 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.390EUR +2.63% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 155.00 USD 1/17/2025 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: 1/17/2025
Issue date: 11/8/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.83
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.51
Time value: 0.43
Break-even: 147.68
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.33
Theta: -0.02
Omega: 9.74
Rho: 0.20
 

Quote data

Open: 0.390
High: 0.400
Low: 0.350
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month
  -13.33%
3 Months
  -13.33%
YTD
  -49.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.520 0.370
6M High / 6M Low: 1.000 0.163
High (YTD): 2/15/2024 1.000
Low (YTD): 5/13/2024 0.163
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.39%
Volatility 6M:   181.87%
Volatility 1Y:   -
Volatility 3Y:   -