UBS Call 51 CIS 16.01.2026
/ CH1319920844
UBS Call 51 CIS 16.01.2026/ CH1319920844 /
2024-09-23 4:55:04 PM |
Chg.+0.010 |
Bid4:55:04 PM |
Ask4:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+1.79% |
0.570 Bid Size: 25,000 |
0.580 Ask Size: 25,000 |
CISCO SYSTEMS DL-... |
51.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2B52 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-0.44 |
Time value: |
0.58 |
Break-even: |
56.80 |
Moneyness: |
0.91 |
Premium: |
0.22 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
4.19 |
Rho: |
0.24 |
Quote data
Open: |
0.530 |
High: |
0.580 |
Low: |
0.530 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.00% |
1 Month |
|
|
+14.00% |
3 Months |
|
|
+46.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.450 |
1M High / 1M Low: |
0.560 |
0.370 |
6M High / 6M Low: |
0.590 |
0.280 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.415 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.34% |
Volatility 6M: |
|
123.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |