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UBS Call 138 EA 17.01.2025/  CH1304619419  /

UBS Investment Bank
08/11/2024  17:59:42 Chg.-0.120 Bid17:59:42 Ask17:59:42 Underlying Strike price Expiration date Option type
2.110EUR -5.38% 2.110
Bid Size: 10,000		 2.130
Ask Size: 10,000		 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: 6.62
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.04
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 2.04
Time value: 0.20
Break-even: 150.23
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.90%
Delta: 0.88
Theta: -0.04
Omega: 5.83
Rho: 0.21
 

Quote data

Open: 2.200
High: 2.220
Low: 2.020
Previous Close: 2.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.91%
1 Month  
+93.58%
3 Months  
+35.26%
YTD  
+41.61%
1 Year  
+54.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 1.530
1M High / 1M Low: 2.230 0.990
6M High / 6M Low: 2.230 0.590
High (YTD): 07/11/2024 2.230
Low (YTD): 13/05/2024 0.590
52W High: 07/11/2024 2.230
52W Low: 13/05/2024 0.590
Avg. price 1W:   1.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.318
Avg. volume 1M:   0.000
Avg. price 6M:   1.230
Avg. volume 6M:   0.000
Avg. price 1Y:   1.307
Avg. volume 1Y:   0.000
Volatility 1M:   115.84%
Volatility 6M:   140.63%
Volatility 1Y:   118.77%
Volatility 3Y:   -