UBS Call 46 CIS 20.12.2024
/ CH1265392220
UBS Call 46 CIS 20.12.2024/ CH1265392220 /
| 2024-07-26 9:28:26 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
-
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: |
0.410 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
-58.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.300 |
| 1M High / 1M Low: |
0.440 |
0.260 |
| 6M High / 6M Low: |
0.830 |
0.247 |
| High (YTD): |
2024-01-29 |
0.830 |
| Low (YTD): |
2024-06-19 |
0.247 |
| 52W High: |
2023-09-01 |
1.400 |
| 52W Low: |
2024-06-19 |
0.247 |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.699 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
172.43% |
| Volatility 6M: |
|
140.52% |
| Volatility 1Y: |
|
114.81% |
| Volatility 3Y: |
|
- |
