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UBS Call 58 CIS 20.12.2024/  CH1251046939  /

UBS Investment Bank
8/16/2024  8:37:52 PM Chg.-0.041 Bid8:37:52 PM Ask8:37:52 PM Underlying Strike price Expiration date Option type
0.023EUR -64.06% 0.023
Bid Size: 25,000		 0.070
Ask Size: 25,000		 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: 53.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -1.38
Time value: 0.08
Break-even: 58.82
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 28.13%
Delta: 0.16
Theta: -0.01
Omega: 8.86
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.029
Low: 0.001
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2200.00%
1 Month
  -14.81%
3 Months
  -55.77%
YTD
  -84.46%
1 Year
  -94.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.001
1M High / 1M Low: 0.064 0.001
6M High / 6M Low: 0.131 0.001
High (YTD): 1/29/2024 0.224
Low (YTD): 8/9/2024 0.001
52W High: 9/1/2023 0.660
52W Low: 8/9/2024 0.001
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   3,885.69%
Volatility 6M:   7,090.48%
Volatility 1Y:   5,038.24%
Volatility 3Y:   -