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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

EUWAX
2024-11-08  9:12:58 AM Chg.0.000 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.920EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 5.89
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.62
Implied volatility: 0.80
Historic volatility: 0.19
Parity: 0.62
Time value: 0.30
Break-even: 57.20
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.62
Spread abs.: -0.05
Spread %: -5.15%
Delta: 0.72
Theta: -0.06
Omega: 4.27
Rho: 0.03
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.39%
1 Month  
+53.33%
3 Months  
+460.98%
YTD  
+73.58%
1 Year  
+15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.740
1M High / 1M Low: 0.920 0.580
6M High / 6M Low: 0.920 0.143
High (YTD): 2024-11-08 0.920
Low (YTD): 2024-06-14 0.143
52W High: 2024-11-08 0.920
52W Low: 2024-06-14 0.143
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.733
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   122.33%
Volatility 6M:   222.91%
Volatility 1Y:   184.00%
Volatility 3Y:   -