UBS Call 132 EA 21.03.2025
/ CH1329495381
UBS Call 132 EA 21.03.2025/ CH1329495381 /
| 2024-07-26 9:56:49 PM |
Chg.+0.210 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
+11.35% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
132.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM23XZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 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: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.21 |
| Time value: |
0.88 |
| Break-even: |
142.49 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
4.68 |
| Rho: |
0.50 |
Quote data
| Open: |
1.850 |
| High: |
2.100 |
| Low: |
1.830 |
| Previous Close: |
1.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.39% |
| 1 Month |
|
|
+21.18% |
| 3 Months |
|
|
+63.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.820 |
| 1M High / 1M Low: |
2.210 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
