UBS Call 270 V 17.01.2025
/ CH1304637106
UBS Call 270 V 17.01.2025/ CH1304637106 /
| 1/10/2025 8:55:29 AM |
Chg.+0.12 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+2.94% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
270.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL926C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.16 |
| Parity: |
3.68 |
| Time value: |
0.52 |
| Break-even: |
305.55 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.50 |
| Spread %: |
13.51% |
| Delta: |
0.82 |
| Theta: |
-1.06 |
| Omega: |
5.85 |
| Rho: |
0.03 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+1.94% |
| 3 Months |
|
|
+164.15% |
| YTD |
|
|
-9.68% |
| 1 Year |
|
|
+81.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
4.02 |
| 1M High / 1M Low: |
4.89 |
4.01 |
| 6M High / 6M Low: |
4.89 |
0.88 |
| High (YTD): |
1/2/2025 |
4.51 |
| Low (YTD): |
1/8/2025 |
4.02 |
| 52W High: |
12/27/2024 |
4.89 |
| 52W Low: |
7/25/2024 |
0.88 |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.69% |
| Volatility 6M: |
|
148.55% |
| Volatility 1Y: |
|
130.69% |
| Volatility 3Y: |
|
- |