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UBS Call 135 EA 17.01.2025/  CH1304619393  /

EUWAX
2024-11-08  8:59:26 AM Chg.+0.20 Bid5:07:50 PM Ask5:07:50 PM Underlying Strike price Expiration date Option type
2.48EUR +8.77% 2.40
Bid Size: 10,000		 2.42
Ask Size: 10,000		 Electronic Arts Inc 135.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-11-08
Last trading day: 2025-01-16
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: 2.48
High: 2.48
Low: 2.48
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.88%
1 Month  
+106.67%
3 Months  
+53.09%
YTD  
+49.40%
1 Year  
+63.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 1.70
1M High / 1M Low: 2.30 1.12
6M High / 6M Low: 2.30 0.69
High (YTD): 2024-11-06 2.30
Low (YTD): 2024-05-14 0.69
52W High: 2024-11-06 2.30
52W Low: 2024-05-14 0.69
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.46
Avg. volume 1Y:   0.00
Volatility 1M:   143.58%
Volatility 6M:   146.61%
Volatility 1Y:   120.44%
Volatility 3Y:   -