UBS Call 258 V 17.01.2025
/ CH1304637056
UBS Call 258 V 17.01.2025/ CH1304637056 /
| 1/10/2025 7:25:37 PM |
Chg.-0.440 |
Bid9:56:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
-8.21% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
258.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL97F3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
258.00 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: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.32 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.16 |
| Parity: |
5.30 |
| Time value: |
0.06 |
| Break-even: |
304.17 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.19% |
| Delta: |
0.97 |
| Theta: |
-0.19 |
| Omega: |
5.48 |
| Rho: |
0.05 |
Quote data
| Open: |
5.280 |
| High: |
5.300 |
| Low: |
4.760 |
| Previous Close: |
5.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.14% |
| 1 Month |
|
|
-5.75% |
| 3 Months |
|
|
+107.59% |
| YTD |
|
|
-16.33% |
| 1 Year |
|
|
+65.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.600 |
5.360 |
| 1M High / 1M Low: |
6.010 |
5.220 |
| 6M High / 6M Low: |
6.010 |
1.500 |
| High (YTD): |
1/3/2025 |
5.600 |
| Low (YTD): |
1/9/2025 |
5.360 |
| 52W High: |
12/18/2024 |
6.010 |
| 52W Low: |
7/24/2024 |
1.500 |
| Avg. price 1W: |
|
5.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.363 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
49.00% |
| Volatility 6M: |
|
126.63% |
| Volatility 1Y: |
|
127.70% |
| Volatility 3Y: |
|
- |