UBS Call 236 V 17.01.2025
/ CH1304636942
UBS Call 236 V 17.01.2025/ CH1304636942 /
| 1/10/2025 8:55:26 AM |
Chg.+0.13 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.59EUR |
+1.74% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
236.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
7.59 |
| High: |
7.59 |
| Low: |
7.59 |
| Previous Close: |
7.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.94% |
| 1 Month |
|
|
+9.05% |
| 3 Months |
|
|
+86.95% |
| YTD |
|
|
-4.41% |
| 1 Year |
|
|
+74.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.74 |
7.39 |
| 1M High / 1M Low: |
8.18 |
6.96 |
| 6M High / 6M Low: |
8.18 |
2.67 |
| High (YTD): |
1/2/2025 |
7.85 |
| Low (YTD): |
1/8/2025 |
7.39 |
| 52W High: |
12/27/2024 |
8.18 |
| 52W Low: |
7/26/2024 |
2.67 |
| Avg. price 1W: |
|
7.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
49.70% |
| Volatility 6M: |
|
86.52% |
| Volatility 1Y: |
|
85.16% |
| Volatility 3Y: |
|
- |