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UBS Call 48 CIS 20.12.2024/  CH1252595116  /

UBS Investment Bank
03/09/2024  18:34:55 Chg.+0.010 Bid18:34:55 Ask18:34:55 Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.340
Bid Size: 25,000		 0.360
Ask Size: 25,000		 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: 11.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.18
Parity: -0.23
Time value: 0.40
Break-even: 52.00
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.55
Spread abs.: 0.07
Spread %: 21.21%
Delta: 0.49
Theta: -0.02
Omega: 5.62
Rho: 0.05
 

Quote data

Open: 0.330
High: 0.360
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month  
+52.47%
3 Months  
+43.46%
YTD
  -35.85%
1 Year
  -73.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.390 0.157
6M High / 6M Low: 0.520 0.157
High (YTD): 29/01/2024 0.700
Low (YTD): 09/08/2024 0.157
52W High: 06/09/2023 1.210
52W Low: 09/08/2024 0.157
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   201.55%
Volatility 6M:   189.42%
Volatility 1Y:   150.42%
Volatility 3Y:   -