UBS Call 130 EA 21.03.2025
/ CH1329495373
UBS Call 130 EA 21.03.2025/ CH1329495373 /
| 2024-10-04 7:27:03 PM |
Chg.+0.120 |
Bid9:54:43 PM |
Ask9:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
130.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM21S5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.97 |
| Time value: |
0.67 |
| Break-even: |
134.20 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.58 |
| Rho: |
0.35 |
Quote data
| Open: |
1.590 |
| High: |
1.760 |
| Low: |
1.580 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.88% |
| 1 Month |
|
|
-14.15% |
| 3 Months |
|
|
+4.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.640 |
| 1M High / 1M Low: |
2.070 |
1.540 |
| 6M High / 6M Low: |
2.770 |
1.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.814 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.66% |
| Volatility 6M: |
|
103.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
