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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

EUWAX
7/5/2024  8:52:28 AM Chg.+0.017 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.211EUR +8.76% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 48.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/23/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.55
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -0.50
Time value: 0.26
Break-even: 50.60
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 28.08%
Delta: 0.40
Theta: -0.01
Omega: 6.59
Rho: 0.07
 

Quote data

Open: 0.211
High: 0.211
Low: 0.211
Previous Close: 0.194
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.26%
1 Month  
+15.93%
3 Months
  -41.39%
YTD
  -60.19%
1 Year
  -73.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.227 0.184
1M High / 1M Low: 0.238 0.143
6M High / 6M Low: 0.700 0.143
High (YTD): 1/25/2024 0.700
Low (YTD): 6/14/2024 0.143
52W High: 9/1/2023 1.250
52W Low: 6/14/2024 0.143
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   205.36%
Volatility 6M:   175.50%
Volatility 1Y:   143.21%
Volatility 3Y:   -