UBS Call 47 CIS 17.01.2025
/ CH1307429600
UBS Call 47 CIS 17.01.2025/ CH1307429600 /
| 26/07/2024 19:25:55 |
Chg.+0.010 |
Bid21:54:25 |
Ask21:54:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.29 |
| Time value: |
0.38 |
| Break-even: |
50.80 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
5.61 |
| Rho: |
0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.370 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-15.91% |
| YTD |
|
|
-38.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.400 |
0.232 |
| 6M High / 6M Low: |
0.770 |
0.209 |
| High (YTD): |
25/01/2024 |
0.780 |
| Low (YTD): |
12/06/2024 |
0.209 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.57% |
| Volatility 6M: |
|
156.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
