UBS Call 46 CIS 16.01.2026
/ CH1329469527
UBS Call 46 CIS 16.01.2026/ CH1329469527 /
8/30/2024 9:52:18 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+2.74% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
3/1/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-0.03 |
Time value: |
0.77 |
Break-even: |
53.70 |
Moneyness: |
0.99 |
Premium: |
0.17 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
3.68 |
Rho: |
0.28 |
Quote data
Open: |
0.710 |
High: |
0.760 |
Low: |
0.710 |
Previous Close: |
0.730 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.32% |
1 Month |
|
|
+22.95% |
3 Months |
|
|
+33.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.700 |
1M High / 1M Low: |
0.760 |
0.460 |
6M High / 6M Low: |
0.850 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.650 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.64% |
Volatility 6M: |
|
94.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |