UBS Call 140 EA 17.01.2025
/ CH1304619427
UBS Call 140 EA 17.01.2025/ CH1304619427 /
| 2024-09-23 2:50:30 PM |
Chg.-0.030 |
Bid2:50:30 PM |
Ask2:50:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-3.90% |
0.740
Bid Size: 5,000 |
0.840
Ask Size: 5,000 |
Electronic Arts Inc |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9SV3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-0.04 |
| Time value: |
0.80 |
| Break-even: |
133.46 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
8.60 |
| Rho: |
0.19 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.710 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.80% |
| 1 Month |
|
|
-44.36% |
| 3 Months |
|
|
-30.19% |
| YTD |
|
|
-46.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.770 |
| 1M High / 1M Low: |
1.640 |
0.770 |
| 6M High / 6M Low: |
1.780 |
0.520 |
| High (YTD): |
2024-07-31 |
1.780 |
| Low (YTD): |
2024-05-13 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.25% |
| Volatility 6M: |
|
147.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
