UBS Call 47 CIS 17.01.2025/  CH1307429600  /

Frankfurt Zert./UBS
2024-07-26  7:25:55 PM Chg.+0.010 Bid9:54:25 PM Ask9:54:25 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% -
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: 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  
+8.82%
1 Month  
+19.35%
3 Months
  -19.57%
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): 2024-01-25 0.780
Low (YTD): 2024-06-12 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:   190.44%
Volatility 6M:   156.67%
Volatility 1Y:   -
Volatility 3Y:   -