UBS Call 156 EA 20.09.2024
/ CH1280740759
UBS Call 156 EA 20.09.2024/ CH1280740759 /
30/08/2024 08:13:22 |
Chg.+0.026 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+68.42% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
156.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
11/07/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
126.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-0.52 |
Time value: |
0.11 |
Break-even: |
141.86 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.02 |
Spread %: |
22.99% |
Delta: |
0.26 |
Theta: |
-0.06 |
Omega: |
32.59 |
Rho: |
0.02 |
Quote data
Open: |
0.064 |
High: |
0.064 |
Low: |
0.064 |
Previous Close: |
0.038 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+120.69% |
1 Month |
|
|
-77.14% |
3 Months |
|
|
+4.92% |
YTD |
|
|
-86.38% |
1 Year |
|
|
-81.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.027 |
1M High / 1M Low: |
0.280 |
0.027 |
6M High / 6M Low: |
0.470 |
0.010 |
High (YTD): |
16/02/2024 |
0.620 |
Low (YTD): |
21/05/2024 |
0.010 |
52W High: |
13/12/2023 |
0.720 |
52W Low: |
21/05/2024 |
0.010 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.135 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.298 |
Avg. volume 1Y: |
|
285.459 |
Volatility 1M: |
|
516.92% |
Volatility 6M: |
|
695.43% |
Volatility 1Y: |
|
502.24% |
Volatility 3Y: |
|
- |