UBS Call 155 EA 20.09.2024/  CH1280740742  /

UBS Investment Bank
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:   -