UBS Call 47 CIS 17.01.2025
/ CH1307429600
UBS Call 47 CIS 17.01.2025/ CH1307429600 /
| 2024-09-03 10:07:47 AM |
Chg.+0.010 |
Bid9:20:00 PM |
Ask9:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
0.430
Bid Size: 25,000 |
0.450
Ask Size: 25,000 |
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: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
0.49 |
| Break-even: |
51.90 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
16.67% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
4.99 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+62.96% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.450 |
0.215 |
| 6M High / 6M Low: |
0.610 |
0.177 |
| High (YTD): |
2024-01-25 |
0.780 |
| Low (YTD): |
2024-06-14 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.64% |
| Volatility 6M: |
|
193.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
