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UBS Call 47 CIS 20.12.2024/  CH1255656543  /

EUWAX
2024-07-05  8:59:34 AM Chg.+0.020 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
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: 13.88
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.17
Parity: -0.40
Time value: 0.31
Break-even: 50.10
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.39
Spread abs.: 0.06
Spread %: 25.00%
Delta: 0.44
Theta: -0.01
Omega: 6.09
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+21.50%
3 Months
  -36.59%
YTD
  -55.93%
1 Year
  -68.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.231
1M High / 1M Low: 0.280 0.183
6M High / 6M Low: 0.760 0.183
High (YTD): 2024-01-25 0.760
Low (YTD): 2024-06-14 0.183
52W High: 2023-09-01 1.320
52W Low: 2024-06-14 0.183
Avg. price 1W:   0.249
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   171.99%
Volatility 6M:   159.46%
Volatility 1Y:   132.21%
Volatility 3Y:   -