UBS Call 158 EA 20.09.2024
/ CH1306625257
UBS Call 158 EA 20.09.2024/ CH1306625257 /
| 2024-06-27 9:02:06 AM |
Chg.-0.026 |
Bid9:02:06 AM |
Ask9:02:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-26.00% |
0.074
Bid Size: 6,250 |
0.174
Ask Size: 6,250 |
Electronic Arts Inc |
158.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL90WR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-1.62 |
| Time value: |
0.16 |
| Break-even: |
149.16 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.06 |
| Spread %: |
58.82% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
16.01 |
| Rho: |
0.06 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.073 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
-60.64% |
| YTD |
|
|
-81.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.100 |
| 1M High / 1M Low: |
0.141 |
0.048 |
| 6M High / 6M Low: |
0.560 |
0.021 |
| High (YTD): |
2024-02-15 |
0.560 |
| Low (YTD): |
2024-05-20 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.25% |
| Volatility 6M: |
|
412.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
