UBS Call 158 EA 20.09.2024
/ CH1306625257
UBS Call 158 EA 20.09.2024/ CH1306625257 /
2024-08-30 8:33:37 AM |
Chg.+0.016 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.025EUR |
+177.78% |
- Bid Size: - |
- Ask Size: - |
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: |
137.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-0.56 |
Time value: |
0.10 |
Break-even: |
144.02 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.03 |
Spread %: |
42.86% |
Delta: |
0.24 |
Theta: |
-0.06 |
Omega: |
33.26 |
Rho: |
0.02 |
Quote data
Open: |
0.025 |
High: |
0.025 |
Low: |
0.025 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+400.00% |
1 Month |
|
|
-89.04% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-94.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.004 |
1M High / 1M Low: |
0.199 |
0.004 |
6M High / 6M Low: |
0.430 |
0.002 |
High (YTD): |
2024-02-15 |
0.570 |
Low (YTD): |
2024-05-21 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.107 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,444.76% |
Volatility 6M: |
|
1,665.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |