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UBS Call 135 EA 17.01.2025/  CH1304619393  /

UBS Investment Bank
11/8/2024  10:57:01 AM Chg.-0.010 Bid10:57:01 AM Ask10:57:01 AM Underlying Strike price Expiration date Option type
2.480EUR -0.40% 2.480
Bid Size: 5,000		 2.580
Ask Size: 5,000		 Electronic Arts Inc 135.00 USD 1/17/2025 Call
 

Master data

WKN: UL9U9U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 5.90
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 2.32
Implied volatility: 0.34
Historic volatility: 0.16
Parity: 2.32
Time value: 0.19
Break-even: 150.15
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.80%
Delta: 0.89
Theta: -0.04
Omega: 5.28
Rho: 0.21
 

Quote data

Open: 2.470
High: 2.490
Low: 2.460
Previous Close: 2.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.11%
1 Month  
+93.75%
3 Months  
+40.91%
YTD  
+50.30%
1 Year  
+63.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 1.770
1M High / 1M Low: 2.490 1.180
6M High / 6M Low: 2.490 0.710
High (YTD): 11/7/2024 2.490
Low (YTD): 5/13/2024 0.710
52W High: 11/7/2024 2.490
52W Low: 5/13/2024 0.710
Avg. price 1W:   2.104
Avg. volume 1W:   0.000
Avg. price 1M:   1.533
Avg. volume 1M:   0.000
Avg. price 6M:   1.413
Avg. volume 6M:   0.000
Avg. price 1Y:   1.476
Avg. volume 1Y:   0.000
Volatility 1M:   105.55%
Volatility 6M:   131.43%
Volatility 1Y:   111.40%
Volatility 3Y:   -