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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

Frankfurt Zert./UBS
2024-07-30  4:33:53 PM Chg.+0.020 Bid5:13:07 PM Ask5:13:07 PM Underlying Strike price Expiration date Option type
0.310EUR +6.90% 0.310
Bid Size: 25,000		 0.330
Ask Size: 25,000		 CISCO SYSTEMS DL-... 48.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.31
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -0.36
Time value: 0.31
Break-even: 51.10
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.44
Theta: -0.02
Omega: 6.33
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.320
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.86%
1 Month  
+28.63%
3 Months     0.00%
YTD
  -41.51%
1 Year
  -61.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.214
1M High / 1M Low: 0.320 0.168
6M High / 6M Low: 0.690 0.162
High (YTD): 2024-01-25 0.700
Low (YTD): 2024-06-19 0.162
52W High: 2023-09-01 1.250
52W Low: 2024-06-19 0.162
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   239.27%
Volatility 6M:   178.82%
Volatility 1Y:   144.35%
Volatility 3Y:   -