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UBS Call 142 EA 17.01.2025/  CH1304619435  /

UBS Investment Bank
2024-11-12  9:14:14 PM Chg.+0.250 Bid9:14:14 PM Ask9:14:14 PM Underlying Strike price Expiration date Option type
2.080EUR +13.66% 2.080
Bid Size: 10,000		 2.100
Ask Size: 10,000		 Electronic Arts Inc 142.00 USD 2025-01-17 Call
 

Master data

WKN: UL9SUR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 142.00 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: 8.08
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.63
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 1.63
Time value: 0.22
Break-even: 151.67
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.85
Theta: -0.04
Omega: 6.90
Rho: 0.20
 

Quote data

Open: 1.800
High: 2.110
Low: 1.760
Previous Close: 1.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.60%
1 Month  
+147.62%
3 Months  
+65.08%
YTD  
+61.24%
1 Year  
+61.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.490
1M High / 1M Low: 1.880 0.840
6M High / 6M Low: 1.880 0.460
High (YTD): 2024-11-07 1.880
Low (YTD): 2024-05-13 0.460
52W High: 2024-11-07 1.880
52W Low: 2024-05-13 0.460
Avg. price 1W:   1.728
Avg. volume 1W:   0.000
Avg. price 1M:   1.166
Avg. volume 1M:   0.000
Avg. price 6M:   1.032
Avg. volume 6M:   0.000
Avg. price 1Y:   1.103
Avg. volume 1Y:   0.000
Volatility 1M:   135.01%
Volatility 6M:   156.37%
Volatility 1Y:   130.81%
Volatility 3Y:   -