UBS Call 46 CIS 16.01.2026
/ CH1329469527
UBS Call 46 CIS 16.01.2026/ CH1329469527 /
| 2024-11-08 9:56:44 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-0.75% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM3C52 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.61 |
| Break-even: |
59.90 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.73% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.31 |
Quote data
| Open: |
1.300 |
| High: |
1.350 |
| Low: |
1.280 |
| Previous Close: |
1.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.66% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+177.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.150 |
| 1M High / 1M Low: |
1.340 |
0.950 |
| 6M High / 6M Low: |
1.340 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.48% |
| Volatility 6M: |
|
97.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
