UBS Call 58 CIS 20.12.2024
/ CH1251046939
UBS Call 58 CIS 20.12.2024/ CH1251046939 /
| 2024-07-26 9:53:23 PM |
Chg.+0.002 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
58.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-1.39 |
| Time value: |
0.07 |
| Break-even: |
58.70 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.04 |
| Spread %: |
141.38% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
9.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.032 |
| Low: |
0.009 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+625.00% |
| 3 Months |
|
|
-57.97% |
| YTD |
|
|
-80.41% |
| 1 Year |
|
|
-92.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.017 |
| 1M High / 1M Low: |
0.037 |
0.001 |
| 6M High / 6M Low: |
0.224 |
0.001 |
| High (YTD): |
2024-01-29 |
0.224 |
| Low (YTD): |
2024-07-10 |
0.001 |
| 52W High: |
2023-09-01 |
0.660 |
| 52W Low: |
2024-07-10 |
0.001 |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.205 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
7,602.24% |
| Volatility 6M: |
|
6,940.17% |
| Volatility 1Y: |
|
4,919.97% |
| Volatility 3Y: |
|
- |
