UBS Call 245 V 17.01.2025
/ CH1304636991
UBS Call 245 V 17.01.2025/ CH1304636991 /
| 1/10/2025 9:20:06 PM |
Chg.-0.500 |
Bid9:20:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.150EUR |
-7.52% |
6.150
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: |
6.670 |
| High: |
6.750 |
| Low: |
6.020 |
| Previous Close: |
6.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.48% |
| 1 Month |
|
|
-5.53% |
| 3 Months |
|
|
+80.35% |
| YTD |
|
|
-10.61% |
| 1 Year |
|
|
+62.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.870 |
6.530 |
| 1M High / 1M Low: |
7.180 |
6.410 |
| 6M High / 6M Low: |
7.180 |
2.120 |
| High (YTD): |
1/3/2025 |
6.870 |
| Low (YTD): |
1/7/2025 |
6.530 |
| 52W High: |
12/27/2024 |
7.180 |
| 52W Low: |
7/25/2024 |
2.120 |
| Avg. price 1W: |
|
6.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.332 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
52.23% |
| Volatility 6M: |
|
107.35% |
| Volatility 1Y: |
|
91.74% |
| Volatility 3Y: |
|
- |