UBS Call 48 CIS 17.01.2025
/ CH1307429618
UBS Call 48 CIS 17.01.2025/ CH1307429618 /
| 08/10/2024 19:29:26 |
Chg.-0.010 |
Bid21:43:05 |
Ask21:43:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
48.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UL9YAR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
0.00 |
| Time value: |
0.56 |
| Break-even: |
53.60 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
4.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.00% |
| 1 Month |
|
|
+76.67% |
| 3 Months |
|
|
+170.41% |
| YTD |
|
|
-1.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.500 |
| 1M High / 1M Low: |
0.540 |
0.270 |
| 6M High / 6M Low: |
0.540 |
0.170 |
| High (YTD): |
25/01/2024 |
0.720 |
| Low (YTD): |
17/06/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.39% |
| Volatility 6M: |
|
194.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
