UBS Call 122 EA 21.03.2025
/ DE000UM4Y3M4
UBS Call 122 EA 21.03.2025/ DE000UM4Y3M4 /
8/30/2024 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 |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
3/20/2025 |
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: |
|
- |