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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

UBS Investment Bank
12/11/2024  08:03:04 Chg.-0.040 Bid08:03:04 Ask- Underlying Strike price Expiration date Option type
0.990EUR -3.88% 0.990
Bid Size: 25,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 48.00 - 20/12/2024 Call
 

Master data

WKN: UL2JT1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 20/12/2024
Issue date: 23/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.62
Implied volatility: 0.82
Historic volatility: 0.19
Parity: 0.62
Time value: 0.30
Break-even: 57.20
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.66
Spread abs.: -0.05
Spread %: -5.15%
Delta: 0.73
Theta: -0.06
Omega: 4.27
Rho: 0.03
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month  
+52.31%
3 Months  
+514.91%
YTD  
+86.79%
1 Year  
+22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.790
1M High / 1M Low: 1.030 0.610
6M High / 6M Low: 1.030 0.157
High (YTD): 11/11/2024 1.030
Low (YTD): 09/08/2024 0.157
52W High: 11/11/2024 1.030
52W Low: 09/08/2024 0.157
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   140.83%
Volatility 6M:   195.06%
Volatility 1Y:   161.43%
Volatility 3Y:   -