UBS Call 48 CIS 16.01.2026/  CH1319920810  /

Frankfurt Zert./UBS
26/07/2024  19:32:31 Chg.+0.010 Bid21:55:47 Ask21:55:47 Underlying Strike price Expiration date Option type
0.550EUR +1.85% -
Bid Size: -
-
Ask Size: -
CISCO SYSTEMS DL-... 48.00 - 16/01/2026 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: 16/01/2026
Issue date: 02/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -0.39
Time value: 0.55
Break-even: 53.50
Moneyness: 0.92
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.53
Theta: -0.01
Omega: 4.27
Rho: 0.27
 

Quote data

Open: 0.510
High: 0.550
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.77%
1 Month  
+14.58%
3 Months
  -12.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.580 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -