UBS Call 158 EA 17.01.2025/  CH1306625323  /

UBS Investment Bank
2024-07-26  7:10:27 PM Chg.+0.070 Bid7:10:27 PM Ask7:10:27 PM Underlying Strike price Expiration date Option type
0.550EUR +14.58% 0.550
Bid Size: 10,000
0.570
Ask Size: 10,000
Electronic Arts Inc 158.00 USD 2025-01-17 Call
 

Master data

WKN: UL9R8Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 158.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.13
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -1.49
Time value: 0.50
Break-even: 150.60
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.34
Theta: -0.03
Omega: 8.98
Rho: 0.19
 

Quote data

Open: 0.460
High: 0.550
Low: 0.450
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.15%
1 Month  
+44.74%
3 Months  
+96.43%
YTD
  -17.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.660 0.300
6M High / 6M Low: 0.880 0.122
High (YTD): 2024-02-15 0.880
Low (YTD): 2024-05-13 0.122
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.76%
Volatility 6M:   214.97%
Volatility 1Y:   -
Volatility 3Y:   -