UBS Call 236 V 17.01.2025/  CH1304636942  /

UBS Investment Bank
10/01/2025  21:56:37 Chg.-0.480 Bid- Ask- Underlying Strike price Expiration date Option type
7.070EUR -6.36% -
Bid Size: -
-
Ask Size: -
Visa Inc 236.00 USD 17/01/2025 Call
 

Master data

WKN: UL9YHR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Visa Inc
Type: Warrant
Option type: Call
Strike price: 236.00 USD
Maturity: 17/01/2025
Issue date: 08/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 7.45
Intrinsic value: 7.44
Implied volatility: 0.84
Historic volatility: 0.16
Parity: 7.44
Time value: 0.02
Break-even: 303.80
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: -0.08
Spread %: -1.06%
Delta: 0.99
Theta: -0.07
Omega: 4.04
Rho: 0.04
 

Quote data

Open: 7.570
High: 7.660
Low: 6.920
Previous Close: 7.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month
  -4.07%
3 Months  
+69.95%
YTD
  -8.77%
1 Year  
+61.78%
3 Years     -
5 Years     -
1W High / 1W Low: 7.760 7.420
1M High / 1M Low: 8.050 7.280
6M High / 6M Low: 8.050 2.690
High (YTD): 03/01/2025 7.760
Low (YTD): 07/01/2025 7.420
52W High: 27/12/2024 8.050
52W Low: 25/07/2024 2.690
Avg. price 1W:   7.558
Avg. volume 1W:   0.000
Avg. price 1M:   7.683
Avg. volume 1M:   0.000
Avg. price 6M:   5.201
Avg. volume 6M:   0.000
Avg. price 1Y:   5.041
Avg. volume 1Y:   0.000
Volatility 1M:   46.58%
Volatility 6M:   94.64%
Volatility 1Y:   81.31%
Volatility 3Y:   -