OverviewChartNewsTraderScreen

UBS Call 58 CIS 20.12.2024/  CH1251046939  /

Frankfurt Zert./UBS
11/8/2024  7:27:38 PM Chg.-0.004 Bid9:00:19 PM Ask9:00:19 PM Underlying Strike price Expiration date Option type
0.196EUR -2.00% 0.199
Bid Size: 50,000		 0.209
Ask Size: 50,000		 CISCO SYSTEMS DL-... 58.00 - 12/20/2024 Call
 

Master data

WKN: UL17AX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -0.42
Time value: 0.22
Break-even: 60.21
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 1.66
Spread abs.: 0.01
Spread %: 4.74%
Delta: 0.37
Theta: -0.04
Omega: 9.10
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.211
Low: 0.164
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+94.06%
1 Month  
+366.67%
3 Months  
+19500.00%
YTD  
+32.43%
1 Year
  -42.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.202 0.101
1M High / 1M Low: 0.202 0.035
6M High / 6M Low: 0.202 0.001
High (YTD): 1/25/2024 0.227
Low (YTD): 9/6/2024 0.001
52W High: 11/8/2023 0.340
52W Low: 9/6/2024 0.001
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   0.086
Avg. volume 1Y:   0.000
Volatility 1M:   504.98%
Volatility 6M:   7,324.55%
Volatility 1Y:   5,265.77%
Volatility 3Y:   -