UBS Call 47 CIS 20.12.2024
/ CH1255656543
UBS Call 47 CIS 20.12.2024/ CH1255656543 /
| 11/12/2024 9:50:24 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+0.89% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
0.32 |
| Break-even: |
58.20 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
3.67 |
| Rho: |
0.03 |
Quote data
| Open: |
1.080 |
| High: |
1.160 |
| Low: |
1.080 |
| Previous Close: |
1.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.89% |
| 1 Month |
|
|
+52.70% |
| 3 Months |
|
|
+479.49% |
| YTD |
|
|
+91.53% |
| 1 Year |
|
|
+28.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.870 |
| 1M High / 1M Low: |
1.120 |
0.690 |
| 6M High / 6M Low: |
1.120 |
0.195 |
| High (YTD): |
11/11/2024 |
1.120 |
| Low (YTD): |
8/12/2024 |
0.195 |
| 52W High: |
11/11/2024 |
1.120 |
| 52W Low: |
8/12/2024 |
0.195 |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.492 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
132.34% |
| Volatility 6M: |
|
178.59% |
| Volatility 1Y: |
|
148.69% |
| Volatility 3Y: |
|
- |
