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UBS Call 43 CIS 21.06.2024/  CH1212561133  /

EUWAX
2024-06-14  9:50:30 AM Chg.-0.018 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.195EUR -8.45% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 43.00 - 2024-06-21 Call
 

Master data

WKN: UK6R6C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 43.00 -
Maturity: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.17
Parity: -0.03
Time value: 0.24
Break-even: 45.42
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 43.52
Spread abs.: -0.01
Spread %: -3.20%
Delta: 0.51
Theta: -0.22
Omega: 9.02
Rho: 0.00
 

Quote data

Open: 0.195
High: 0.195
Low: 0.195
Previous Close: 0.213
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -75.93%
3 Months
  -70.00%
YTD
  -74.00%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.195
1M High / 1M Low: 0.810 0.195
6M High / 6M Low: 0.950 0.195
High (YTD): 2024-01-25 0.950
Low (YTD): 2024-06-14 0.195
52W High: 2023-09-01 1.510
52W Low: 2024-06-14 0.195
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   0.836
Avg. volume 1Y:   0.000
Volatility 1M:   247.65%
Volatility 6M:   156.91%
Volatility 1Y:   128.47%
Volatility 3Y:   -