UBS Call 46 CIS 17.01.2025
/ CH1307429592
UBS Call 46 CIS 17.01.2025/ CH1307429592 /
| 2024-08-09 9:53:18 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UL9VZL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
-0.40 |
| Time value: |
0.36 |
| Break-even: |
49.60 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.07 |
| Spread %: |
24.14% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
5.32 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-44.68% |
| YTD |
|
|
-60.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.460 |
0.260 |
| 6M High / 6M Low: |
0.710 |
0.260 |
| High (YTD): |
2024-01-29 |
0.850 |
| Low (YTD): |
2024-08-09 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.20% |
| Volatility 6M: |
|
139.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
