UBS Call 272 V 17.01.2025
/ CH1304637114
UBS Call 272 V 17.01.2025/ CH1304637114 /
| 1/10/2025 7:37:28 PM |
Chg.-0.440 |
Bid9:56:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.540EUR |
-11.06% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
272.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9XF1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
272.00 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: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.16 |
| Parity: |
3.94 |
| Time value: |
0.04 |
| Break-even: |
303.96 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.50% |
| Delta: |
0.97 |
| Theta: |
-0.12 |
| Omega: |
7.43 |
| Rho: |
0.05 |
Quote data
| Open: |
4.000 |
| High: |
4.000 |
| Low: |
3.400 |
| Previous Close: |
3.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.31% |
| 1 Month |
|
|
-10.15% |
| 3 Months |
|
|
+142.47% |
| YTD |
|
|
-18.99% |
| 1 Year |
|
|
+58.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.230 |
3.980 |
| 1M High / 1M Low: |
4.670 |
3.940 |
| 6M High / 6M Low: |
4.670 |
0.890 |
| High (YTD): |
1/3/2025 |
4.230 |
| Low (YTD): |
1/9/2025 |
3.980 |
| 52W High: |
12/18/2024 |
4.670 |
| 52W Low: |
6/17/2024 |
0.880 |
| Avg. price 1W: |
|
4.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.431 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.86% |
| Volatility 6M: |
|
160.09% |
| Volatility 1Y: |
|
180.76% |
| Volatility 3Y: |
|
- |