UBS Call 122 EA 16.01.2026
/ DE000UM49G15
UBS Call 122 EA 16.01.2026/ DE000UM49G15 /
30/08/2024 21:55:42 |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.800EUR |
+3.26% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
122.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
UM49G1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
24/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.30 |
Intrinsic value: |
2.70 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
2.70 |
Time value: |
1.12 |
Break-even: |
148.63 |
Moneyness: |
1.24 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.53% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
2.95 |
Rho: |
1.03 |
Quote data
Open: |
3.680 |
High: |
3.820 |
Low: |
3.620 |
Previous Close: |
3.680 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.79% |
1 Month |
|
|
+1.88% |
3 Months |
|
|
+42.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.800 |
3.510 |
1M High / 1M Low: |
3.800 |
3.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |