UBS Call 47 CIS 17.01.2025
/ CH1307429600
UBS Call 47 CIS 17.01.2025/ CH1307429600 /
| 2024-07-26 9:54:25 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
-
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: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.400 |
0.235 |
| 6M High / 6M Low: |
0.780 |
0.215 |
| High (YTD): |
2024-01-29 |
0.780 |
| Low (YTD): |
2024-06-13 |
0.215 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.40% |
| Volatility 6M: |
|
149.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
