UBS Call 156 EA 17.01.2025
/ CH1306625315
UBS Call 156 EA 17.01.2025/ CH1306625315 /
| 12/07/2024 19:27:38 |
Chg.+0.100 |
Bid21:34:31 |
Ask21:34:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+18.18% |
0.650
Bid Size: 10,000 |
0.670
Ask Size: 10,000 |
Electronic Arts Inc |
156.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9QX2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.98 |
| Time value: |
0.67 |
| Break-even: |
150.16 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
8.39 |
| Rho: |
0.26 |
Quote data
| Open: |
0.600 |
| High: |
0.710 |
| Low: |
0.600 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.97% |
| 1 Month |
|
|
+96.97% |
| 3 Months |
|
|
+80.56% |
| YTD |
|
|
-10.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.330 |
| 1M High / 1M Low: |
0.550 |
0.330 |
| 6M High / 6M Low: |
0.950 |
0.148 |
| High (YTD): |
15/02/2024 |
0.950 |
| Low (YTD): |
20/05/2024 |
0.148 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.39% |
| Volatility 6M: |
|
213.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
