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UBS Call 46 CIS 20.12.2024/  CH1265392220  /

EUWAX
2024-07-26  8:58:52 AM Chg.+0.030 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.350EUR +9.38% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 46.00 - 2024-12-20 Call
 

Master data

WKN: UL4PQB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -0.19
Time value: 0.41
Break-even: 50.10
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.51
Theta: -0.02
Omega: 5.50
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+6.06%
3 Months
  -23.91%
YTD
  -46.15%
1 Year
  -62.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.420 0.238
6M High / 6M Low: 0.820 0.227
High (YTD): 2024-01-25 0.830
Low (YTD): 2024-06-14 0.227
52W High: 2023-09-01 1.390
52W Low: 2024-06-14 0.227
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   197.64%
Volatility 6M:   164.98%
Volatility 1Y:   133.79%
Volatility 3Y:   -