UBS Call 155 EA 20.09.2024/  CH1280740742  /

UBS Investment Bank
2024-07-05  9:56:47 PM Chg.+0.021 Bid- Ask- Underlying Strike price Expiration date Option type
0.080EUR +35.59% -
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: 80.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.51
Time value: 0.16
Break-even: 144.97
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.79
Spread abs.: 0.10
Spread %: 169.49%
Delta: 0.20
Theta: -0.03
Omega: 16.27
Rho: 0.05
 

Quote data

Open: 0.089
High: 0.097
Low: 0.070
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -51.81%
3 Months
  -56.28%
YTD
  -84.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.059
1M High / 1M Low: 0.191 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: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.70%
Volatility 6M:   359.69%
Volatility 1Y:   -
Volatility 3Y:   -