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UBS Call 138 EA 17.01.2025/  CH1304619419  /

Frankfurt Zert./UBS
08/11/2024  19:26:31 Chg.0.000 Bid21:56:08 Ask21:56:08 Underlying Strike price Expiration date Option type
2.090EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Electronic Arts Inc 138.00 USD 17/01/2025 Call
 

Master data

WKN: UL9S40
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 138.00 USD
Maturity: 17/01/2025
Issue date: 08/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.86
Implied volatility: 0.31
Historic volatility: 0.16
Parity: 1.86
Time value: 0.21
Break-even: 149.46
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.87
Theta: -0.04
Omega: 6.18
Rho: 0.20
 

Quote data

Open: 2.200
High: 2.220
Low: 2.080
Previous Close: 2.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.97%
1 Month  
+90.00%
3 Months  
+35.71%
YTD  
+40.27%
1 Year  
+45.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.530
1M High / 1M Low: 2.090 1.000
6M High / 6M Low: 2.090 0.590
High (YTD): 08/11/2024 2.090
Low (YTD): 20/05/2024 0.590
52W High: 08/11/2024 2.090
52W Low: 20/05/2024 0.590
Avg. price 1W:   1.908
Avg. volume 1W:   0.000
Avg. price 1M:   1.351
Avg. volume 1M:   0.000
Avg. price 6M:   1.233
Avg. volume 6M:   0.000
Avg. price 1Y:   1.308
Avg. volume 1Y:   0.000
Volatility 1M:   126.66%
Volatility 6M:   145.16%
Volatility 1Y:   120.41%
Volatility 3Y:   -