UBS Call 158 EA 20.12.2024
/ CH1306625281
UBS Call 158 EA 20.12.2024/ CH1306625281 /
| 16/08/2024 15:38:21 |
Chg.0.000 |
Bid15:38:21 |
Ask15:38:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.400
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
Electronic Arts Inc |
158.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-1.00 |
| Time value: |
0.47 |
| Break-even: |
148.70 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
17.50% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
10.60 |
| Rho: |
0.16 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.350 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
+127.27% |
| YTD |
|
|
-34.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.700 |
0.350 |
| 6M High / 6M Low: |
0.800 |
0.118 |
| High (YTD): |
15/02/2024 |
0.830 |
| Low (YTD): |
13/05/2024 |
0.118 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.75% |
| Volatility 6M: |
|
231.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
