OverviewChartNewsTraderScreen

UBS Call 45 CIS 20.12.2024/  CH1265392212  /

Frankfurt Zert./UBS
2024-11-12  7:35:55 PM Chg.0.000 Bid9:54:49 PM Ask- Underlying Strike price Expiration date Option type
1.310EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 45.00 - 2024-12-20 Call
 

Master data

WKN: UL46DZ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.00
Implied volatility: 0.91
Historic volatility: 0.19
Parity: 1.00
Time value: 0.22
Break-even: 57.20
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.46
Spread abs.: -0.08
Spread %: -6.15%
Delta: 0.80
Theta: -0.06
Omega: 3.61
Rho: 0.03
 

Quote data

Open: 1.270
High: 1.330
Low: 1.270
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.96%
1 Month  
+47.19%
3 Months  
+351.72%
YTD  
+84.51%
1 Year  
+29.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.040
1M High / 1M Low: 1.310 0.860
6M High / 6M Low: 1.310 0.290
High (YTD): 2024-11-11 1.310
Low (YTD): 2024-08-14 0.290
52W High: 2024-11-11 1.310
52W Low: 2024-08-14 0.290
Avg. price 1W:   1.200
Avg. volume 1W:   0.000
Avg. price 1M:   1.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.617
Avg. volume 1Y:   0.000
Volatility 1M:   100.29%
Volatility 6M:   160.72%
Volatility 1Y:   135.17%
Volatility 3Y:   -