UBS Call 162 EA 20.12.2024
/ CH1306625307
UBS Call 162 EA 20.12.2024/ CH1306625307 /
| 2024-07-26 8:32:52 AM |
Chg.+0.030 |
Bid5:40:39 PM |
Ask5:40:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
0.350
Bid Size: 10,000 |
0.370
Ask Size: 10,000 |
Electronic Arts Inc |
162.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9UAZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 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: |
38.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-1.86 |
| Time value: |
0.34 |
| Break-even: |
152.69 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
10.41 |
| Rho: |
0.13 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
+37.61% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.231 |
| 1M High / 1M Low: |
0.420 |
0.147 |
| 6M High / 6M Low: |
0.670 |
0.062 |
| High (YTD): |
2024-02-16 |
0.670 |
| Low (YTD): |
2024-05-14 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.60% |
| Volatility 6M: |
|
295.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
