UBS Call 155 EA 17.01.2025
/ CH1304619518
UBS Call 155 EA 17.01.2025/ CH1304619518 /
7/26/2024 4:40:25 PM |
Chg.+0.030 |
Bid4:40:25 PM |
Ask4:40:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+5.26% |
0.600 Bid Size: 10,000 |
0.620 Ask Size: 10,000 |
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: |
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: |
0.620 |
Low: |
0.540 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.45% |
1 Month |
|
|
+27.66% |
3 Months |
|
|
+76.47% |
YTD |
|
|
-22.08% |
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): |
2/15/2024 |
1.000 |
Low (YTD): |
5/13/2024 |
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: |
|
- |