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UBS Call 42 CIS 21.06.2024/  CH1212561125  /

Frankfurt Zert./UBS
2024-06-18  5:29:48 PM Chg.+0.040 Bid2024-06-18 Ask- Underlying Strike price Expiration date Option type
0.360EUR +12.50% 0.360
Bid Size: 50,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 42.00 - 2024-06-21 Call
 

Master data

WKN: UK6QUC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.72
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.05
Implied volatility: 1.84
Historic volatility: 0.17
Parity: 0.05
Time value: 0.26
Break-even: 45.10
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: -0.03
Spread %: -8.82%
Delta: 0.56
Theta: -0.47
Omega: 7.75
Rho: 0.00
 

Quote data

Open: 0.320
High: 0.360
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -40.00%
3 Months
  -50.00%
YTD
  -56.10%
1 Year
  -67.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: 0.550 0.320
6M High / 6M Low: 1.030 0.320
High (YTD): 2024-01-25 1.030
Low (YTD): 2024-06-17 0.320
52W High: 2023-09-01 1.590
52W Low: 2024-06-17 0.320
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.691
Avg. volume 6M:   0.000
Avg. price 1Y:   0.920
Avg. volume 1Y:   0.000
Volatility 1M:   156.00%
Volatility 6M:   107.27%
Volatility 1Y:   97.56%
Volatility 3Y:   -