OverviewChartNewsTraderScreen

UBS Call 156 EA 20.09.2024/  CH1280740759  /

EUWAX
2024-07-26  8:13:22 AM Chg.+0.044 Bid9:51:12 AM Ask9:51:12 AM Underlying Strike price Expiration date Option type
0.164EUR +36.67% 0.170
Bid Size: 2,500		 0.270
Ask Size: 2,500		 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: 0.164
High: 0.164
Low: 0.164
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.92%
1 Month  
+41.38%
3 Months  
+84.27%
YTD
  -65.11%
1 Year
  -83.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.113
1M High / 1M Low: 0.280 0.036
6M High / 6M Low: 0.620 0.010
High (YTD): 2024-02-16 0.620
Low (YTD): 2024-05-21 0.010
52W High: 2023-07-28 0.990
52W Low: 2024-05-21 0.010
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   573.165
Avg. price 1Y:   0.335
Avg. volume 1Y:   284.344
Volatility 1M:   630.46%
Volatility 6M:   667.17%
Volatility 1Y:   480.04%
Volatility 3Y:   -