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UBS Call 46 CIS 20.12.2024/  CH1265392220  /

EUWAX
02/09/2024  08:59:40 Chg.-0.010 Bid22:00:19 Ask22:00:19 Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 46.00 - 20/12/2024 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: 20/12/2024
Issue date: 27/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.63
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.18
Parity: -0.02
Time value: 0.53
Break-even: 51.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.56
Theta: -0.03
Omega: 4.87
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+45.45%
3 Months  
+71.43%
YTD
  -26.15%
1 Year
  -65.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.500 0.224
6M High / 6M Low: 0.690 0.224
High (YTD): 25/01/2024 0.830
Low (YTD): 13/08/2024 0.224
52W High: 05/09/2023 1.360
52W Low: 13/08/2024 0.224
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.612
Avg. volume 1Y:   0.000
Volatility 1M:   254.71%
Volatility 6M:   186.99%
Volatility 1Y:   151.93%
Volatility 3Y:   -