UBS Call 46 CIS 17.01.2025
/ CH1307429592
UBS Call 46 CIS 17.01.2025/ CH1307429592 /
| 10/16/2024 8:03:05 AM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+5.06% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.49 |
| Break-even: |
54.60 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
8.86% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.83 |
| Rho: |
0.06 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.21% |
| 1 Month |
|
|
+50.91% |
| 3 Months |
|
|
+112.82% |
| YTD |
|
|
+25.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.760 |
| 1M High / 1M Low: |
0.830 |
0.490 |
| 6M High / 6M Low: |
0.830 |
0.260 |
| High (YTD): |
1/29/2024 |
0.850 |
| Low (YTD): |
8/12/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.73% |
| Volatility 6M: |
|
150.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
