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UBS Call 49 CIS 20.09.2024/  CH1272026290  /

EUWAX
2024-07-26  9:23:43 AM Chg.+0.025 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.111EUR +29.07% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 49.00 - 2024-09-20 Call
 

Master data

WKN: UL56WH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.57
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -0.49
Time value: 0.16
Break-even: 50.60
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 1.49
Spread abs.: 0.02
Spread %: 13.48%
Delta: 0.33
Theta: -0.03
Omega: 9.05
Rho: 0.02
 

Quote data

Open: 0.111
High: 0.111
Low: 0.111
Previous Close: 0.086
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.98%
1 Month  
+24.72%
3 Months
  -48.85%
YTD
  -73.57%
1 Year
  -84.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.111 0.063
1M High / 1M Low: 0.153 0.029
6M High / 6M Low: 0.560 0.029
High (YTD): 2024-01-26 0.570
Low (YTD): 2024-07-10 0.029
52W High: 2023-09-01 1.120
52W Low: 2024-07-10 0.029
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   552.71%
Volatility 6M:   385.10%
Volatility 1Y:   282.78%
Volatility 3Y:   -