UBS Call 158 EA 20.09.2024/  CH1306625257  /

UBS Investment Bank
2024-07-05  9:48:56 PM Chg.+0.018 Bid9:48:56 PM Ask9:48:56 PM Underlying Strike price Expiration date Option type
0.046EUR +64.29% 0.046
Bid Size: 25,000
0.106
Ask Size: 25,000
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: 100.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.79
Time value: 0.13
Break-even: 147.43
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.93
Spread abs.: 0.10
Spread %: 357.14%
Delta: 0.17
Theta: -0.03
Omega: 16.64
Rho: 0.04
 

Quote data

Open: 0.057
High: 0.068
Low: 0.040
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.11%
1 Month
  -63.49%
3 Months
  -69.74%
YTD
  -88.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.028
1M High / 1M Low: 0.141 0.028
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:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   496.20%
Volatility 6M:   430.80%
Volatility 1Y:   -
Volatility 3Y:   -