UBS Call 128 EA 20.06.2025/  CH1319925538  /

UBS Investment Bank
30/08/2024  12:24:34 Chg.0.000 Bid12:24:34 Ask12:24:34 Underlying Strike price Expiration date Option type
2.830EUR 0.00% 2.830
Bid Size: 5,000
2.930
Ask Size: 5,000
Electronic Arts Inc 128.00 USD 20/06/2025 Call
 

Master data

WKN: UM2BMW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 128.00 USD
Maturity: 20/06/2025
Issue date: 01/02/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.76
Leverage: Yes

Calculated values

Fair value: 2.40
Intrinsic value: 2.01
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 2.01
Time value: 0.84
Break-even: 144.02
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.71%
Delta: 0.79
Theta: -0.03
Omega: 3.77
Rho: 0.64
 

Quote data

Open: 2.830
High: 2.850
Low: 2.820
Previous Close: 2.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.85%
1 Month
  -3.08%
3 Months  
+61.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.830 2.600
1M High / 1M Low: 3.090 2.510
6M High / 6M Low: 3.090 1.430
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.716
Avg. volume 1W:   0.000
Avg. price 1M:   2.720
Avg. volume 1M:   0.000
Avg. price 6M:   2.164
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.46%
Volatility 6M:   83.75%
Volatility 1Y:   -
Volatility 3Y:   -