UBS Call 158 EA 20.09.2024
/ CH1306625257
UBS Call 158 EA 20.09.2024/ CH1306625257 /
2024-07-26 8:32:51 AM |
Chg.+0.035 |
Bid4:42:31 PM |
Ask4:42:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.134EUR |
+35.35% |
0.147 Bid Size: 10,000 |
0.167 Ask Size: 10,000 |
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: |
71.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
-1.49 |
Time value: |
0.18 |
Break-even: |
147.43 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.02 |
Spread %: |
12.27% |
Delta: |
0.22 |
Theta: |
-0.04 |
Omega: |
15.36 |
Rho: |
0.04 |
Quote data
Open: |
0.134 |
High: |
0.134 |
Low: |
0.134 |
Previous Close: |
0.099 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.49% |
1 Month |
|
|
+57.65% |
3 Months |
|
|
+83.56% |
YTD |
|
|
-68.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.211 |
0.083 |
1M High / 1M Low: |
0.216 |
0.019 |
6M High / 6M Low: |
0.570 |
0.002 |
High (YTD): |
2024-02-15 |
0.570 |
Low (YTD): |
2024-05-21 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.172 |
Avg. volume 6M: |
|
668.331 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
831.99% |
Volatility 6M: |
|
1,377.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |