UBS Call 248 V 17.01.2025
/ CH1304637015
UBS Call 248 V 17.01.2025/ CH1304637015 /
| 1/10/2025 3:46:30 PM |
Chg.-0.140 |
Bid4:50:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
-2.19% |
5.940
Bid Size: 10,000 |
-
Ask Size: - |
Visa Inc |
248.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.29 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.16 |
| Parity: |
6.27 |
| Time value: |
0.11 |
| Break-even: |
304.66 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.95 |
| Theta: |
-0.33 |
| Omega: |
4.53 |
| Rho: |
0.04 |
Quote data
| Open: |
6.370 |
| High: |
6.370 |
| Low: |
6.100 |
| Previous Close: |
6.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-5.31% |
| 1 Year |
|
|
+74.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.580 |
6.340 |
| 1M High / 1M Low: |
6.950 |
6.190 |
| 6M High / 6M Low: |
6.950 |
2.010 |
| High (YTD): |
1/3/2025 |
6.580 |
| Low (YTD): |
1/7/2025 |
6.340 |
| 52W High: |
12/18/2024 |
6.950 |
| 52W Low: |
7/24/2024 |
2.010 |
| Avg. price 1W: |
|
6.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.099 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
36.87% |
| Volatility 6M: |
|
107.27% |
| Volatility 1Y: |
|
99.81% |
| Volatility 3Y: |
|
- |