UBS Call 48 CIS 16.01.2026
/ CH1319920810
UBS Call 48 CIS 16.01.2026/ CH1319920810 /
| 11/7/2024 8:58:49 AM |
Chg.- |
Bid9:00:04 AM |
Ask9:00:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.15
Bid Size: 7,500 |
1.29
Ask Size: 7,500 |
CISCO SYSTEMS DL-... |
48.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2AT2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.65 |
| Break-even: |
60.40 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
4.20% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.13 |
| Rho: |
0.31 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.68% |
| 1 Month |
|
|
+49.35% |
| 3 Months |
|
|
+202.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.88 |
| 1M High / 1M Low: |
1.15 |
0.77 |
| 6M High / 6M Low: |
1.15 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.12% |
| Volatility 6M: |
|
126.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
