UBS Call 246 V 17.01.2025
/ CH1304637007
UBS Call 246 V 17.01.2025/ CH1304637007 /
| 10/01/2025 21:56:37 |
Chg.-0.480 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.070EUR |
-7.33% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
246.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL939F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
246.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
6.02 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.16 |
| Parity: |
6.02 |
| Time value: |
0.56 |
| Break-even: |
305.92 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
2.05 |
| Spread abs.: |
0.51 |
| Spread %: |
8.40% |
| Delta: |
0.86 |
| Theta: |
-1.30 |
| Omega: |
3.93 |
| Rho: |
0.03 |
Quote data
| Open: |
6.570 |
| High: |
6.650 |
| Low: |
5.920 |
| Previous Close: |
6.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-7.75% |
| 3 Months |
|
|
+79.06% |
| YTD |
|
|
-10.74% |
| 1 Year |
|
|
+64.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.560 |
6.070 |
| 1M High / 1M Low: |
7.080 |
6.070 |
| 6M High / 6M Low: |
7.080 |
2.060 |
| High (YTD): |
03/01/2025 |
6.770 |
| Low (YTD): |
10/01/2025 |
6.070 |
| 52W High: |
27/12/2024 |
7.080 |
| 52W Low: |
25/07/2024 |
2.060 |
| Avg. price 1W: |
|
6.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.265 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
57.64% |
| Volatility 6M: |
|
109.72% |
| Volatility 1Y: |
|
93.44% |
| Volatility 3Y: |
|
- |