UBS Call 156 EA 20.12.2024
/ CH1280743746
UBS Call 156 EA 20.12.2024/ CH1280743746 /
| 2024-07-05 9:51:41 AM |
Chg.+0.040 |
Bid9:51:41 AM |
Ask9:51:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
0.300
Bid Size: 6,250 |
0.350
Ask Size: 6,250 |
Electronic Arts Inc |
156.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL35ZQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-1.61 |
| Time value: |
0.35 |
| Break-even: |
148.06 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
20.69% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
10.73 |
| Rho: |
0.16 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-18.92% |
| YTD |
|
|
-55.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
0.910 |
0.140 |
| High (YTD): |
2024-02-15 |
0.910 |
| Low (YTD): |
2024-05-13 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.04% |
| Volatility 6M: |
|
201.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
