UBS Call 54 CIS 16.01.2026
/ CH1319920877
UBS Call 54 CIS 16.01.2026/ CH1319920877 /
2024-06-14 5:10:45 PM |
Chg.-0.010 |
Bid5:10:45 PM |
Ask5:10:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.201EUR |
-4.74% |
0.201 Bid Size: 50,000 |
0.260 Ask Size: 50,000 |
CISCO SYSTEMS DL-... |
54.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2HGB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-1.16 |
Time value: |
0.27 |
Break-even: |
56.70 |
Moneyness: |
0.79 |
Premium: |
0.34 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.06 |
Spread %: |
27.96% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
5.41 |
Rho: |
0.19 |
Quote data
Open: |
0.174 |
High: |
0.208 |
Low: |
0.167 |
Previous Close: |
0.211 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.22% |
1 Month |
|
|
-47.11% |
3 Months |
|
|
-54.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.235 |
0.211 |
1M High / 1M Low: |
0.420 |
0.211 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |