UBS Call 160 EA 20.09.2024
/ CH1306625265
UBS Call 160 EA 20.09.2024/ CH1306625265 /
30/08/2024 17:51:21 |
Chg.+0.004 |
Bid17:51:21 |
Ask17:51:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
+12.90% |
0.035 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
Electronic Arts Inc |
160.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
UL90X3 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
16/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
135.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
-0.88 |
Time value: |
0.10 |
Break-even: |
145.40 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.07 |
Spread %: |
222.58% |
Delta: |
0.20 |
Theta: |
-0.06 |
Omega: |
26.90 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.037 |
Low: |
0.001 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-84.51% |
3 Months |
|
|
-44.44% |
YTD |
|
|
-90.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.027 |
1M High / 1M Low: |
0.226 |
0.012 |
6M High / 6M Low: |
0.380 |
0.012 |
High (YTD): |
15/02/2024 |
0.490 |
Low (YTD): |
15/08/2024 |
0.012 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,321.71% |
Volatility 6M: |
|
769.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |