UBS Call 242 V 17.01.2025
/ CH1304636975
UBS Call 242 V 17.01.2025/ CH1304636975 /
| 2025-01-15 11:01:11 AM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.630EUR |
+0.45% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
242.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL99L9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
242.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.51 |
| Intrinsic value: |
6.51 |
| Implied volatility: |
2.03 |
| Historic volatility: |
0.16 |
| Parity: |
6.51 |
| Time value: |
0.09 |
| Break-even: |
300.81 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-1.07 |
| Omega: |
4.34 |
| Rho: |
0.01 |
Quote data
| Open: |
6.580 |
| High: |
6.630 |
| Low: |
6.570 |
| Previous Close: |
6.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
+72.21% |
| YTD |
|
|
-7.53% |
| 1 Year |
|
|
+68.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.970 |
6.350 |
| 1M High / 1M Low: |
7.470 |
6.350 |
| 6M High / 6M Low: |
7.470 |
2.300 |
| High (YTD): |
2025-01-03 |
7.170 |
| Low (YTD): |
2025-01-13 |
6.350 |
| 52W High: |
2024-12-27 |
7.470 |
| 52W Low: |
2024-07-25 |
2.300 |
| Avg. price 1W: |
|
6.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.596 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
57.57% |
| Volatility 6M: |
|
102.96% |
| Volatility 1Y: |
|
88.43% |
| Volatility 3Y: |
|
- |
