UBS Call 134 EA 20.06.2025/  CH1312551257  /

UBS Investment Bank
30/08/2024  12:24:38 Chg.0.000 Bid12:24:38 Ask12:24:38 Underlying Strike price Expiration date Option type
2.410EUR 0.00% 2.410
Bid Size: 5,000
2.510
Ask Size: 5,000
Electronic Arts Inc 134.00 USD 20/06/2025 Call
 

Master data

WKN: UM0GJE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 134.00 USD
Maturity: 20/06/2025
Issue date: 10/01/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.47
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 1.47
Time value: 0.96
Break-even: 145.24
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.83%
Delta: 0.75
Theta: -0.03
Omega: 4.18
Rho: 0.62
 

Quote data

Open: 2.410
High: 2.430
Low: 2.400
Previous Close: 2.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.05%
1 Month
  -3.98%
3 Months  
+68.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.410 2.210
1M High / 1M Low: 2.670 2.130
6M High / 6M Low: 2.670 1.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.308
Avg. volume 1W:   0.000
Avg. price 1M:   2.320
Avg. volume 1M:   0.000
Avg. price 6M:   1.817
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.53%
Volatility 6M:   93.02%
Volatility 1Y:   -
Volatility 3Y:   -