UBS Call 122 EA 21.03.2025/  DE000UM4Y3M4  /

UBS Investment Bank
2024-08-30  9:56:08 PM Chg.+0.150 Bid- Ask- Underlying Strike price Expiration date Option type
3.200EUR +4.92% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 122.00 USD 2025-03-21 Call
 

Master data

WKN: UM4Y3M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 122.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-24
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.70
Implied volatility: 0.34
Historic volatility: 0.15
Parity: 2.70
Time value: 0.51
Break-even: 142.53
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.86
Theta: -0.03
Omega: 3.66
Rho: 0.47
 

Quote data

Open: 3.050
High: 3.220
Low: 2.990
Previous Close: 3.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.88%
1 Month  
+4.23%
3 Months  
+64.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.200 2.880
1M High / 1M Low: 3.200 2.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.006
Avg. volume 1W:   0.000
Avg. price 1M:   2.914
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -