UBS Call 48 CIS 20.12.2024
/ CH1252595116
UBS Call 48 CIS 20.12.2024/ CH1252595116 /
| 9/5/2024 9:54:45 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-15.63% |
-
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: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.34 |
| Break-even: |
51.40 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
6.05 |
| Rho: |
0.05 |
Quote data
| Open: |
0.290 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+61.68% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-49.06% |
| 1 Year |
|
|
-77.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.390 |
0.157 |
| 6M High / 6M Low: |
0.520 |
0.157 |
| High (YTD): |
1/29/2024 |
0.700 |
| Low (YTD): |
8/9/2024 |
0.157 |
| 52W High: |
9/6/2023 |
1.210 |
| 52W Low: |
8/9/2024 |
0.157 |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.506 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
194.68% |
| Volatility 6M: |
|
188.89% |
| Volatility 1Y: |
|
150.26% |
| Volatility 3Y: |
|
- |
