UBS Call 248 V 17.01.2025
/ CH1304637015
UBS Call 248 V 17.01.2025/ CH1304637015 /
| 1/10/2025 8:55:27 AM |
Chg.+0.12 |
Bid7:28:05 PM |
Ask7:28:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.38EUR |
+1.92% |
5.93
Bid Size: 10,000 |
-
Ask Size: - |
Visa Inc |
248.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL96C0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
248.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.29 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.16 |
| Parity: |
6.27 |
| Time value: |
0.11 |
| Break-even: |
304.66 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.95 |
| Theta: |
-0.33 |
| Omega: |
4.53 |
| Rho: |
0.04 |
Quote data
| Open: |
6.38 |
| High: |
6.38 |
| Low: |
6.38 |
| Previous Close: |
6.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
+107.82% |
| YTD |
|
|
-5.76% |
| 1 Year |
|
|
+79.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.55 |
6.18 |
| 1M High / 1M Low: |
7.01 |
5.82 |
| 6M High / 6M Low: |
7.01 |
1.92 |
| High (YTD): |
1/2/2025 |
6.66 |
| Low (YTD): |
1/8/2025 |
6.18 |
| 52W High: |
12/27/2024 |
7.01 |
| 52W Low: |
7/26/2024 |
1.92 |
| Avg. price 1W: |
|
6.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.35% |
| Volatility 6M: |
|
103.05% |
| Volatility 1Y: |
|
104.99% |
| Volatility 3Y: |
|
- |