UBS Call 48 CIS 17.01.2025
/ CH1307429618
UBS Call 48 CIS 17.01.2025/ CH1307429618 /
| 2024-07-30 4:17:30 PM |
Chg.+0.020 |
Bid4:17:30 PM |
Ask4:17:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.330
Bid Size: 25,000 |
0.350
Ask Size: 25,000 |
CISCO SYSTEMS DL-... |
48.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.36 |
| Time value: |
0.33 |
| Break-even: |
51.30 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
6.07 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.340 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.231 |
| 1M High / 1M Low: |
0.350 |
0.192 |
| 6M High / 6M Low: |
0.710 |
0.175 |
| High (YTD): |
2024-01-29 |
0.720 |
| Low (YTD): |
2024-06-13 |
0.175 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.85% |
| Volatility 6M: |
|
167.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
