UBS Call 155 EA 20.09.2024
/ CH1280740742
UBS Call 155 EA 20.09.2024/ CH1280740742 /
| 2024-07-26 9:56:53 PM |
Chg.+0.056 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+27.45% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
155.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL38B8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.90 |
| Time value: |
0.28 |
| Break-even: |
145.58 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.31 |
| Theta: |
-0.05 |
| Omega: |
14.92 |
| Rho: |
0.06 |
Quote data
| Open: |
0.176 |
| High: |
0.260 |
| Low: |
0.170 |
| Previous Close: |
0.204 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
+134.23% |
| 3 Months |
|
|
+109.68% |
| YTD |
|
|
-48.00% |
| 1 Year |
|
|
-73.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.172 |
| 1M High / 1M Low: |
0.330 |
0.059 |
| 6M High / 6M Low: |
0.660 |
0.034 |
| High (YTD): |
2024-02-15 |
0.660 |
| Low (YTD): |
2024-05-20 |
0.034 |
| 52W High: |
2023-07-28 |
1.000 |
| 52W Low: |
2024-05-20 |
0.034 |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.359 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
450.83% |
| Volatility 6M: |
|
392.98% |
| Volatility 1Y: |
|
290.27% |
| Volatility 3Y: |
|
- |
