UBS Call 245 V 17.01.2025
/ CH1304636991
UBS Call 245 V 17.01.2025/ CH1304636991 /
| 2025-01-15 10:25:30 AM |
Chg.0.000 |
Bid11:00:08 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.300EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
245.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9XF0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 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: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.22 |
| Implied volatility: |
1.91 |
| Historic volatility: |
0.16 |
| Parity: |
6.22 |
| Time value: |
0.08 |
| Break-even: |
300.72 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.98 |
| Omega: |
4.56 |
| Rho: |
0.01 |
Quote data
| Open: |
6.300 |
| High: |
6.300 |
| Low: |
6.300 |
| Previous Close: |
6.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.55% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
+70.27% |
| YTD |
|
|
-8.30% |
| 1 Year |
|
|
+68.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.670 |
6.020 |
| 1M High / 1M Low: |
7.250 |
6.020 |
| 6M High / 6M Low: |
7.250 |
2.240 |
| High (YTD): |
2025-01-03 |
6.880 |
| Low (YTD): |
2025-01-13 |
6.020 |
| 52W High: |
2024-12-18 |
7.250 |
| 52W Low: |
2024-07-24 |
2.240 |
| Avg. price 1W: |
|
6.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.358 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
45.21% |
| Volatility 6M: |
|
101.91% |
| Volatility 1Y: |
|
94.75% |
| Volatility 3Y: |
|
- |
