UBS Call 128 EA 17.01.2025/  CH1304646792  /

UBS Investment Bank
7/26/2024  9:56:49 PM Chg.+0.240 Bid- Ask- Underlying Strike price Expiration date Option type
2.170EUR +12.44% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 128.00 USD 1/17/2025 Call
 

Master data

WKN: UL9JRZ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 128.00 USD
Maturity: 1/17/2025
Issue date: 11/8/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.27
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 1.27
Time value: 0.68
Break-even: 137.46
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.04%
Delta: 0.75
Theta: -0.03
Omega: 5.00
Rho: 0.37
 

Quote data

Open: 1.930
High: 2.200
Low: 1.910
Previous Close: 1.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month  
+15.43%
3 Months  
+69.53%
YTD  
+5.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.820
1M High / 1M Low: 2.310 1.600
6M High / 6M Low: 2.530 1.030
High (YTD): 2/15/2024 2.530
Low (YTD): 5/13/2024 1.030
52W High: - -
52W Low: - -
Avg. price 1W:   1.920
Avg. volume 1W:   0.000
Avg. price 1M:   1.936
Avg. volume 1M:   0.000
Avg. price 6M:   1.720
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.55%
Volatility 6M:   107.28%
Volatility 1Y:   -
Volatility 3Y:   -