We carry out a numerical calculation of magnetar-powered shock break-outs (SBOs) and supernova (SN) light-curves. In particular, we investigate the impact of gravitational wave (GW) emission by the magnetar central engine on its electromagnetic (EM) counterparts in the ULTRASAT band. Our results show that GW emission by the magnetar has only a minor effect on the SBO light-curve. However, we find that SN light-curves can carry a direct signature of GW emission, which becomes more evident at late times (> 20-30 days).~Our results demonstrate that future ULTRASAT observations will provide crucial insights into the magnetar formation process, and unique information for direct searches of long-transient signals with current and future generation GW detectors. In particular, we estimate a rate of multi-messenger (UV+GW) detections of newly formed magnetars 1 every two years with ULTRASAT and the Einstein Telescope.

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