UBS Call 48 CIS 20.06.2025
/ CH1307429667
UBS Call 48 CIS 20.06.2025/ CH1307429667 /
| 12/11/2024 09:52:37 |
Chg.0.00 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
48.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
UL9T2B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
0.70 |
| Time value: |
0.47 |
| Break-even: |
59.70 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
4.46% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.17 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.35% |
| 1 Month |
|
|
+47.95% |
| 3 Months |
|
|
+237.50% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.89 |
| 1M High / 1M Low: |
1.08 |
0.77 |
| 6M High / 6M Low: |
1.08 |
0.23 |
| High (YTD): |
11/11/2024 |
1.08 |
| Low (YTD): |
14/06/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.78% |
| Volatility 6M: |
|
159.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
