UBS Call 248 V 17.01.2025
/ CH1304637015
UBS Call 248 V 17.01.2025/ CH1304637015 /
| 10/01/2025 19:31:30 |
Chg.-0.500 |
Bid21:56:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.880EUR |
-7.84% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
248.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL96C0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
248.00 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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.84 |
| Intrinsic value: |
5.83 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.16 |
| Parity: |
5.83 |
| Time value: |
0.05 |
| Break-even: |
300.87 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.97 |
| Theta: |
-0.21 |
| Omega: |
4.96 |
| Rho: |
0.04 |
Quote data
| Open: |
6.370 |
| High: |
6.370 |
| Low: |
5.720 |
| Previous Close: |
6.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
-8.41% |
| 3 Months |
|
|
+83.18% |
| YTD |
|
|
-10.77% |
| 1 Year |
|
|
+66.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.430 |
5.880 |
| 1M High / 1M Low: |
6.950 |
5.880 |
| 6M High / 6M Low: |
6.950 |
2.010 |
| High (YTD): |
03/01/2025 |
6.580 |
| Low (YTD): |
10/01/2025 |
5.880 |
| 52W High: |
18/12/2024 |
6.950 |
| 52W Low: |
24/07/2024 |
2.010 |
| Avg. price 1W: |
|
6.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.108 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
43.57% |
| Volatility 6M: |
|
107.93% |
| Volatility 1Y: |
|
100.13% |
| Volatility 3Y: |
|
- |