UBS Call 41 CIS 21.06.2024
/ CH1213908432
UBS Call 41 CIS 21.06.2024/ CH1213908432 /
| 2024-05-08 9:27:37 AM |
Chg.+0.020 |
Bid10:00:12 PM |
Ask10:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
41.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7SFM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.17 |
| Parity: |
0.30 |
| Time value: |
0.33 |
| Break-even: |
47.30 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
4.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-30.23% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
-22.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.560 |
| 1M High / 1M Low: |
0.850 |
0.560 |
| 6M High / 6M Low: |
1.230 |
0.560 |
| High (YTD): |
2024-01-25 |
1.120 |
| Low (YTD): |
2024-05-03 |
0.560 |
| 52W High: |
2023-09-01 |
1.670 |
| 52W Low: |
2024-05-03 |
0.560 |
| Avg. price 1W: |
|
0.575 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.839 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.044 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
103.22% |
| Volatility 6M: |
|
93.65% |
| Volatility 1Y: |
|
80.02% |
| Volatility 3Y: |
|
- |
