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UBS Call 145 EA 17.01.2025/  CH1304619450  /

UBS Investment Bank
2024-11-08  3:07:51 PM Chg.-0.020 Bid3:07:51 PM Ask3:07:51 PM Underlying Strike price Expiration date Option type
1.610EUR -1.23% 1.610
Bid Size: 5,000		 1.710
Ask Size: 5,000		 Electronic Arts Inc 145.00 USD 2025-01-17 Call
 

Master data

WKN: UL9R0L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 145.00 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: 8.98
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.39
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 1.39
Time value: 0.26
Break-even: 150.81
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.82
Theta: -0.04
Omega: 7.39
Rho: 0.20
 

Quote data

Open: 1.610
High: 1.620
Low: 1.560
Previous Close: 1.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.84%
1 Month  
+126.76%
3 Months  
+40.00%
YTD  
+38.79%
1 Year  
+50.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.020
1M High / 1M Low: 1.630 0.630
6M High / 6M Low: 1.630 0.370
High (YTD): 2024-11-07 1.630
Low (YTD): 2024-05-13 0.370
52W High: 2024-11-07 1.630
52W Low: 2024-05-13 0.370
Avg. price 1W:   1.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.877
Avg. volume 1M:   0.000
Avg. price 6M:   0.858
Avg. volume 6M:   0.000
Avg. price 1Y:   0.958
Avg. volume 1Y:   0.000
Volatility 1M:   143.79%
Volatility 6M:   167.09%
Volatility 1Y:   139.74%
Volatility 3Y:   -