UBS Call 47 CIS 20.12.2024
/ CH1255656543
UBS Call 47 CIS 20.12.2024/ CH1255656543 /
| 2024-05-03 7:30:29 PM |
Chg.+0.020 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+6.06% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL2WPG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-0.32 |
| Time value: |
0.41 |
| Break-even: |
51.10 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
5.25 |
| Rho: |
0.11 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
-27.08% |
| 3 Months |
|
|
-38.60% |
| YTD |
|
|
-39.66% |
| 1 Year |
|
|
-37.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.580 |
0.330 |
| 6M High / 6M Low: |
0.930 |
0.330 |
| High (YTD): |
2024-01-25 |
0.770 |
| Low (YTD): |
2024-05-02 |
0.330 |
| 52W High: |
2023-09-01 |
1.320 |
| 52W Low: |
2024-05-02 |
0.330 |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.753 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.86% |
| Volatility 6M: |
|
117.42% |
| Volatility 1Y: |
|
97.30% |
| Volatility 3Y: |
|
- |
