UBS Call 158 EA 20.12.2024
/ CH1306625281
UBS Call 158 EA 20.12.2024/ CH1306625281 /
| 2024-07-12 7:10:51 PM |
Chg.0.000 |
Bid7:10:51 PM |
Ask7:10:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
0.00% |
0.500
Bid Size: 10,000 |
0.520
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: |
25.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-1.17 |
| Time value: |
0.53 |
| Break-even: |
150.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
9.43 |
| Rho: |
0.20 |
Quote data
| Open: |
0.460 |
| High: |
0.580 |
| Low: |
0.440 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.31% |
| 1 Month |
|
|
+85.19% |
| 3 Months |
|
|
+85.19% |
| YTD |
|
|
-18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.260 |
| 1M High / 1M Low: |
0.500 |
0.219 |
| 6M High / 6M Low: |
0.830 |
0.118 |
| High (YTD): |
2024-02-15 |
0.830 |
| Low (YTD): |
2024-05-13 |
0.118 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.49% |
| Volatility 6M: |
|
219.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
