UBS Call 48 CIS 16.01.2026
/ CH1319920810
UBS Call 48 CIS 16.01.2026/ CH1319920810 /
8/29/2024 8:52:52 AM |
Chg.-0.030 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-4.92% |
- Bid Size: - |
- Ask Size: - |
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: |
7.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-0.32 |
Time value: |
0.61 |
Break-even: |
54.10 |
Moneyness: |
0.93 |
Premium: |
0.21 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
3.39% |
Delta: |
0.55 |
Theta: |
-0.01 |
Omega: |
4.05 |
Rho: |
0.26 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
+11.54% |
3 Months |
|
|
+31.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.610 |
1M High / 1M Low: |
0.630 |
0.370 |
6M High / 6M Low: |
0.780 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.505 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.530 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.09% |
Volatility 6M: |
|
130.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |