UBS Call 47 CIS 17.01.2025
/ CH1307429600
UBS Call 47 CIS 17.01.2025/ CH1307429600 /
| 2024-10-07 7:27:23 PM |
Chg.+0.020 |
Bid9:54:43 PM |
Ask9:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UL9YB3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
0.53 |
| Break-even: |
53.40 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
4.52 |
| Rho: |
0.06 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
+117.24% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.610 |
0.330 |
| 6M High / 6M Low: |
0.610 |
0.209 |
| High (YTD): |
2024-01-25 |
0.780 |
| Low (YTD): |
2024-06-12 |
0.209 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.89% |
| Volatility 6M: |
|
187.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
