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UBS Call 156 EA 20.12.2024/  CH1280743746  /

UBS Investment Bank
8/30/2024  2:42:11 PM Chg.-0.030 Bid2:42:11 PM Ask2:42:11 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% 0.520
Bid Size: 5,000		 0.620
Ask Size: 5,000		 Electronic Arts Inc 156.00 USD 12/20/2024 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: 12/20/2024
Issue date: 7/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.79
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.52
Time value: 0.57
Break-even: 146.49
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.45
Theta: -0.04
Omega: 10.67
Rho: 0.17
 

Quote data

Open: 0.530
High: 0.540
Low: 0.500
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.56%
1 Month
  -31.58%
3 Months  
+145.28%
YTD
  -22.39%
1 Year  
+8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.780 0.450
6M High / 6M Low: 0.780 0.140
High (YTD): 2/15/2024 0.910
Low (YTD): 5/13/2024 0.140
52W High: 12/13/2023 0.970
52W Low: 5/13/2024 0.140
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   148.17%
Volatility 6M:   223.01%
Volatility 1Y:   175.65%
Volatility 3Y:   -