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UBS Call 47 CIS 20.12.2024/  CH1255656543  /

EUWAX
03/09/2024  09:03:44 Chg.-0.010 Bid10:57:09 Ask10:57:09 Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.410
Bid Size: 10,000		 0.450
Ask Size: 10,000		 CISCO SYSTEMS DL-... 47.00 - 20/12/2024 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: 20/12/2024
Issue date: 13/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.72
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.18
Parity: -0.13
Time value: 0.47
Break-even: 51.70
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.07
Spread %: 17.50%
Delta: 0.53
Theta: -0.03
Omega: 5.15
Rho: 0.06
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+42.86%
3 Months  
+63.93%
YTD
  -32.20%
1 Year
  -69.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.430 0.184
6M High / 6M Low: 0.620 0.183
High (YTD): 25/01/2024 0.760
Low (YTD): 14/06/2024 0.183
52W High: 04/09/2023 1.290
52W Low: 14/06/2024 0.183
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   0.552
Avg. volume 1Y:   0.000
Volatility 1M:   235.67%
Volatility 6M:   198.55%
Volatility 1Y:   160.88%
Volatility 3Y:   -