UBS Call 50 CIS 16.01.2026
/ CH1319920836
UBS Call 50 CIS 16.01.2026/ CH1319920836 /
| 07/11/2024 14:38:54 |
Chg.-0.010 |
Bid15:07:20 |
Ask15:07:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-0.96% |
1.030
Bid Size: 10,000 |
1.120
Ask Size: 10,000 |
CISCO SYSTEMS DL-... |
50.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2CZ8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.71 |
| Break-even: |
61.00 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
4.76% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.31 |
Quote data
| Open: |
1.010 |
| High: |
1.040 |
| Low: |
1.010 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.62% |
| 1 Month |
|
|
+51.47% |
| 3 Months |
|
|
+202.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.840 |
| 1M High / 1M Low: |
1.040 |
0.660 |
| 6M High / 6M Low: |
1.040 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.66% |
| Volatility 6M: |
|
122.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
