UBS Call 47 CIS 20.12.2024
/ CH1255656543
UBS Call 47 CIS 20.12.2024/ CH1255656543 /
| 2024-07-26 9:55:47 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
-
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: |
0.350 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
-20.93% |
| YTD |
|
|
-42.37% |
| 1 Year |
|
|
-61.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.250 |
| 1M High / 1M Low: |
0.380 |
0.211 |
| 6M High / 6M Low: |
0.760 |
0.202 |
| High (YTD): |
2024-01-30 |
0.760 |
| Low (YTD): |
2024-06-19 |
0.202 |
| 52W High: |
2023-09-01 |
1.330 |
| 52W Low: |
2024-06-19 |
0.202 |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.640 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
190.09% |
| Volatility 6M: |
|
155.34% |
| Volatility 1Y: |
|
125.11% |
| Volatility 3Y: |
|
- |
