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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

EUWAX
2024-07-30  8:53:29 AM Chg.0.000 Bid2:02:42 PM Ask2:02:42 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.280
Bid Size: 20,000		 0.320
Ask Size: 20,000		 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: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.07%
1 Month  
+17.39%
3 Months
  -18.18%
YTD
  -49.06%
1 Year
  -67.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.177
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.690 0.143
High (YTD): 2024-01-25 0.700
Low (YTD): 2024-06-14 0.143
52W High: 2023-09-01 1.250
52W Low: 2024-06-14 0.143
Avg. price 1W:   0.225
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.569
Avg. volume 1Y:   0.000
Volatility 1M:   262.70%
Volatility 6M:   198.67%
Volatility 1Y:   157.05%
Volatility 3Y:   -