UBS Call 135 EA 17.01.2025/  CH1304619393  /

EUWAX
2024-07-26  8:43:34 AM Chg.+0.04 Bid5:39:12 PM Ask5:39:12 PM Underlying Strike price Expiration date Option type
1.48EUR +2.78% 1.59
Bid Size: 10,000
1.61
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: 8.71
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.63
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.63
Time value: 0.87
Break-even: 139.41
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.67
Theta: -0.03
Omega: 5.80
Rho: 0.35
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.85%
1 Month  
+5.71%
3 Months  
+55.79%
YTD
  -10.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.35
1M High / 1M Low: 1.80 1.12
6M High / 6M Low: 2.07 0.69
High (YTD): 2024-02-16 2.07
Low (YTD): 2024-05-14 0.69
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.14%
Volatility 6M:   135.50%
Volatility 1Y:   -
Volatility 3Y:   -