UBS Call 136 EA 17.01.2025/  CH1304619401  /

UBS Investment Bank
2024-12-23  9:56:38 PM Chg.-0.050 Bid- Ask- Underlying Strike price Expiration date Option type
1.200EUR -4.00% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 136.00 USD 2025-01-17 Call
 

Master data

WKN: UL9RS0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 136.00 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: 11.15
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.13
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 1.13
Time value: 0.14
Break-even: 143.05
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.84
Theta: -0.07
Omega: 9.35
Rho: 0.07
 

Quote data

Open: 1.250
High: 1.270
Low: 1.130
Previous Close: 1.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.75%
1 Month
  -60.66%
3 Months  
+14.29%
YTD
  -25.00%
1 Year
  -29.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.250
1M High / 1M Low: 3.120 1.250
6M High / 6M Low: 3.180 0.990
High (YTD): 2024-11-21 3.180
Low (YTD): 2024-05-13 0.670
52W High: 2024-11-21 3.180
52W Low: 2024-05-13 0.670
Avg. price 1W:   1.590
Avg. volume 1W:   0.000
Avg. price 1M:   2.542
Avg. volume 1M:   0.000
Avg. price 6M:   1.745
Avg. volume 6M:   0.000
Avg. price 1Y:   1.527
Avg. volume 1Y:   0.000
Volatility 1M:   117.64%
Volatility 6M:   122.34%
Volatility 1Y:   119.88%
Volatility 3Y:   -