UBS Call 142 EA 17.01.2025/  CH1304619435  /

UBS Investment Bank
2024-07-26  9:56:58 PM Chg.+0.180 Bid- Ask- Underlying Strike price Expiration date Option type
1.270EUR +16.51% -
Bid Size: -
-
Ask Size: -
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: 11.77
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.02
Time value: 1.11
Break-even: 141.96
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.57
Theta: -0.03
Omega: 6.72
Rho: 0.30
 

Quote data

Open: 1.080
High: 1.290
Low: 1.070
Previous Close: 1.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.00%
1 Month  
+25.74%
3 Months  
+89.55%
YTD
  -1.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.000
1M High / 1M Low: 1.390 0.810
6M High / 6M Low: 1.650 0.460
High (YTD): 2024-02-15 1.650
Low (YTD): 2024-05-13 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   1.074
Avg. volume 1W:   0.000
Avg. price 1M:   1.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.85%
Volatility 6M:   148.11%
Volatility 1Y:   -
Volatility 3Y:   -