UBS Call 138 EA 20.06.2025
/ CH1312551281
UBS Call 138 EA 20.06.2025/ CH1312551281 /
| 2024-11-12 7:34:39 PM |
Chg.+0.230 |
Bid9:01:42 PM |
Ask9:01:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
+8.58% |
2.960
Bid Size: 10,000 |
2.980
Ask Size: 10,000 |
Electronic Arts Inc |
138.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UM0A83 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
2.01 |
| Time value: |
0.70 |
| Break-even: |
156.52 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.36 |
| Rho: |
0.55 |
Quote data
| Open: |
2.660 |
| High: |
2.940 |
| Low: |
2.660 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.52% |
| 1 Month |
|
|
+80.75% |
| 3 Months |
|
|
+43.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.300 |
| 1M High / 1M Low: |
2.680 |
1.620 |
| 6M High / 6M Low: |
2.680 |
0.960 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.10% |
| Volatility 6M: |
|
104.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
