UBS Call 156 EA 20.12.2024
/ CH1280743746
UBS Call 156 EA 20.12.2024/ CH1280743746 /
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: |
|
- |