UBS Call 245 V 17.01.2025
/ CH1304636991
UBS Call 245 V 17.01.2025/ CH1304636991 /
| 1/10/2025 7:09:49 PM |
Chg.-0.510 |
Bid7:16:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.120EUR |
-7.69% |
6.130
Bid Size: 10,000 |
-
Ask Size: - |
Visa Inc |
245.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9XF0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 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: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.58 |
| Intrinsic value: |
6.57 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.16 |
| Parity: |
6.57 |
| Time value: |
0.06 |
| Break-even: |
304.24 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.30% |
| Delta: |
0.97 |
| Theta: |
-0.22 |
| Omega: |
4.44 |
| Rho: |
0.04 |
Quote data
| Open: |
6.570 |
| High: |
6.590 |
| Low: |
6.050 |
| Previous Close: |
6.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.05% |
| 1 Month |
|
|
-5.70% |
| 3 Months |
|
|
+82.14% |
| YTD |
|
|
-10.92% |
| 1 Year |
|
|
+62.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.880 |
6.620 |
| 1M High / 1M Low: |
7.250 |
6.490 |
| 6M High / 6M Low: |
7.250 |
2.240 |
| High (YTD): |
1/3/2025 |
6.880 |
| Low (YTD): |
1/7/2025 |
6.620 |
| 52W High: |
12/18/2024 |
7.250 |
| 52W Low: |
7/24/2024 |
2.240 |
| Avg. price 1W: |
|
6.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.330 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
37.54% |
| Volatility 6M: |
|
102.62% |
| Volatility 1Y: |
|
94.39% |
| Volatility 3Y: |
|
- |