UBS Call 50 CIS 16.01.2026/  CH1319920836  /

UBS Investment Bank
26/07/2024  11:30:05 Chg.0.000 Bid11:30:05 Ask11:30:05 Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.440
Bid Size: 20,000
0.470
Ask Size: 20,000
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: 9.46
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -0.65
Time value: 0.46
Break-even: 54.60
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.47
Theta: -0.01
Omega: 4.48
Rho: 0.24
 

Quote data

Open: 0.420
High: 0.440
Low: 0.420
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+15.79%
3 Months
  -16.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.470 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -