UBS Call 240 V 17.01.2025
/ CH1304636967
UBS Call 240 V 17.01.2025/ CH1304636967 /
| 10/01/2025 08:55:26 |
Chg.+0.12 |
Bid20:54:26 |
Ask20:54:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.18EUR |
+1.70% |
6.68
Bid Size: 10,000 |
-
Ask Size: - |
Visa Inc |
240.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9ZL6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.06 |
| Intrinsic value: |
7.05 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.16 |
| Parity: |
7.05 |
| Time value: |
0.09 |
| Break-even: |
304.49 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.14% |
| Delta: |
0.96 |
| Theta: |
-0.30 |
| Omega: |
4.09 |
| Rho: |
0.04 |
Quote data
| Open: |
7.18 |
| High: |
7.18 |
| Low: |
7.18 |
| Previous Close: |
7.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.31% |
| 1 Month |
|
|
+9.12% |
| 3 Months |
|
|
+93.01% |
| YTD |
|
|
-4.90% |
| 1 Year |
|
|
+76.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.35 |
6.98 |
| 1M High / 1M Low: |
7.79 |
6.58 |
| 6M High / 6M Low: |
7.79 |
2.40 |
| High (YTD): |
02/01/2025 |
7.45 |
| Low (YTD): |
08/01/2025 |
6.98 |
| 52W High: |
27/12/2024 |
7.79 |
| 52W Low: |
26/07/2024 |
2.40 |
| Avg. price 1W: |
|
7.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
52.44% |
| Volatility 6M: |
|
91.62% |
| Volatility 1Y: |
|
92.00% |
| Volatility 3Y: |
|
- |