UBS Call 144 EA 17.01.2025/  CH1304619443  /

UBS Investment Bank
2024-11-08  9:56:24 PM Chg.-0.160 Bid- Ask- Underlying Strike price Expiration date Option type
1.550EUR -9.36% -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 144.00 USD 2025-01-17 Call
 

Master data

WKN: UL9TY6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 144.00 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: 9.38
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.30
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.30
Time value: 0.27
Break-even: 150.06
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.29%
Delta: 0.81
Theta: -0.04
Omega: 7.61
Rho: 0.20
 

Quote data

Open: 1.690
High: 1.710
Low: 1.520
Previous Close: 1.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.20%
1 Month  
+106.67%
3 Months  
+32.48%
YTD  
+29.17%
1 Year  
+34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.180
1M High / 1M Low: 1.710 0.670
6M High / 6M Low: 1.710 0.400
High (YTD): 2024-11-07 1.710
Low (YTD): 2024-05-13 0.400
52W High: 2024-11-07 1.710
52W Low: 2024-05-13 0.400
Avg. price 1W:   1.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   0.000
Avg. price 6M:   0.915
Avg. volume 6M:   0.000
Avg. price 1Y:   1.006
Avg. volume 1Y:   0.000
Volatility 1M:   144.71%
Volatility 6M:   165.16%
Volatility 1Y:   137.62%
Volatility 3Y:   -