UBS Call 46 CIS 17.01.2025
/ CH1307429592
UBS Call 46 CIS 17.01.2025/ CH1307429592 /
| 13/09/2024 20:43:05 |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
-0.10 |
| Time value: |
0.48 |
| Break-even: |
50.80 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
+64.29% |
| 3 Months |
|
|
+70.37% |
| YTD |
|
|
-30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.280 |
| 6M High / 6M Low: |
0.650 |
0.260 |
| High (YTD): |
29/01/2024 |
0.850 |
| Low (YTD): |
12/08/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.07% |
| Volatility 6M: |
|
151.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
