UBS Call 156 EA 20.09.2024/  CH1280740759  /

UBS Investment Bank
2024-07-26  9:56:58 PM Chg.+0.047 Bid- Ask- Underlying Strike price Expiration date Option type
0.236EUR +24.87% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 156.00 USD 2024-09-20 Call
 

Master data

WKN: UL4A5K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 156.00 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: 62.52
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -1.31
Time value: 0.21
Break-even: 145.85
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.05
Spread abs.: 0.02
Spread %: 10.58%
Delta: 0.24
Theta: -0.05
Omega: 15.14
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.240
Low: 0.154
Previous Close: 0.189
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.26%
1 Month  
+82.95%
3 Months  
+107.02%
YTD
  -49.79%
1 Year
  -76.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.189 0.155
1M High / 1M Low: 0.300 0.048
6M High / 6M Low: 0.630 0.029
High (YTD): 2024-02-15 0.630
Low (YTD): 2024-05-20 0.029
52W High: 2023-07-26 0.990
52W Low: 2024-05-20 0.029
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   483.00%
Volatility 6M:   412.57%
Volatility 1Y:   303.65%
Volatility 3Y:   -