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UBS Call 47 CIS 20.12.2024/  CH1255656543  /

Frankfurt Zert./UBS
2024-07-26  7:40:28 PM Chg.0.000 Bid9:55:47 PM Ask9:55:47 PM Underlying Strike price Expiration date Option type
0.340EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 47.00 - 2024-12-20 Call
 

Master data

WKN: UL2WPG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -0.29
Time value: 0.35
Break-even: 50.50
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.47
Theta: -0.02
Omega: 5.95
Rho: 0.07
 

Quote data

Open: 0.300
High: 0.340
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+13.33%
3 Months
  -20.93%
YTD
  -41.38%
1 Year
  -61.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.380 0.213
6M High / 6M Low: 0.750 0.202
High (YTD): 2024-01-25 0.770
Low (YTD): 2024-06-19 0.202
52W High: 2023-09-01 1.320
52W Low: 2024-06-19 0.202
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   211.56%
Volatility 6M:   163.54%
Volatility 1Y:   133.47%
Volatility 3Y:   -