UBS Call 49 CIS 16.01.2026
/ CH1319920828
UBS Call 49 CIS 16.01.2026/ CH1319920828 /
26/09/2024 16:28:34 |
Chg.+0.040 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
49.00 - |
16/01/2026 |
Call |
Master data
WKN: |
UM2LT1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 - |
Maturity: |
16/01/2026 |
Issue date: |
02/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-0.17 |
Time value: |
0.70 |
Break-even: |
56.00 |
Moneyness: |
0.97 |
Premium: |
0.18 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
3.93 |
Rho: |
0.27 |
Quote data
Open: |
0.670 |
High: |
0.720 |
Low: |
0.670 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+63.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.630 |
1M High / 1M Low: |
0.680 |
0.450 |
6M High / 6M Low: |
0.700 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.570 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.13% |
Volatility 6M: |
|
126.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |