UBS Call 126 EA 17.01.2025/  CH1304646784  /

UBS Investment Bank
2024-07-26  5:09:29 PM Chg.+0.120 Bid5:09:29 PM Ask5:09:29 PM Underlying Strike price Expiration date Option type
2.190EUR +5.80% 2.190
Bid Size: 10,000
2.210
Ask Size: 10,000
Electronic Arts Inc 126.00 USD 2025-01-17 Call
 

Master data

WKN: UL9J0W
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 126.00 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: 6.25
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.46
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 1.46
Time value: 0.63
Break-even: 137.01
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.77
Theta: -0.03
Omega: 4.79
Rho: 0.38
 

Quote data

Open: 2.070
High: 2.220
Low: 2.050
Previous Close: 2.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.73%
1 Month  
+8.42%
3 Months  
+57.55%
YTD  
+0.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 1.960
1M High / 1M Low: 2.460 1.730
6M High / 6M Low: 2.670 1.130
High (YTD): 2024-02-15 2.670
Low (YTD): 2024-05-08 1.130
52W High: - -
52W Low: - -
Avg. price 1W:   2.060
Avg. volume 1W:   0.000
Avg. price 1M:   2.078
Avg. volume 1M:   0.000
Avg. price 6M:   1.846
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.77%
Volatility 6M:   102.62%
Volatility 1Y:   -
Volatility 3Y:   -