UBS Call 145 EA 20.06.2025/  CH1312551323  /

UBS Investment Bank
2024-07-05  5:26:41 PM Chg.-0.040 Bid5:26:41 PM Ask5:26:41 PM Underlying Strike price Expiration date Option type
1.130EUR -3.42% 1.130
Bid Size: 25,000
1.190
Ask Size: 25,000
Electronic Arts Inc 145.00 USD 2025-06-20 Call
 

Master data

WKN: UM0J1L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 145.00 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: 10.51
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -0.59
Time value: 1.22
Break-even: 146.33
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 4.27%
Delta: 0.53
Theta: -0.02
Omega: 5.62
Rho: 0.54
 

Quote data

Open: 1.190
High: 1.190
Low: 1.120
Previous Close: 1.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month
  -9.60%
3 Months  
+1.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.110
1M High / 1M Low: 1.370 1.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.214
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -