UBS Call 158 EA 20.12.2024
/ CH1306625281
UBS Call 158 EA 20.12.2024/ CH1306625281 /
| 2024-11-12 7:26:57 PM |
Chg.+0.190 |
Bid9:06:52 PM |
Ask9:06:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+40.43% |
0.690
Bid Size: 10,000 |
0.710
Ask Size: 10,000 |
Electronic Arts Inc |
158.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9WHA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.13 |
| Time value: |
0.38 |
| Break-even: |
153.27 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
17.05 |
| Rho: |
0.09 |
Quote data
| Open: |
0.460 |
| High: |
0.690 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+277.14% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+8.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.330 |
| 1M High / 1M Low: |
0.470 |
0.135 |
| 6M High / 6M Low: |
0.740 |
0.111 |
| High (YTD): |
2024-02-22 |
0.820 |
| Low (YTD): |
2024-05-17 |
0.111 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.20% |
| Volatility 6M: |
|
307.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
