UBS Call 46 CIS 20.09.2024
/ CH1307429568
UBS Call 46 CIS 20.09.2024/ CH1307429568 /
| 2024-06-21 7:36:37 PM |
Chg.+0.056 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+23.93% |
0.270
Bid Size: 50,000 |
0.280
Ask Size: 50,000 |
CISCO SYSTEMS DL-... |
46.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL91NA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.18 |
| Time value: |
0.28 |
| Break-even: |
48.80 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
7.51 |
| Rho: |
0.04 |
Quote data
| Open: |
0.201 |
| High: |
0.290 |
| Low: |
0.199 |
| Previous Close: |
0.234 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.92% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
-44.23% |
| YTD |
|
|
-50.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.142 |
| 1M High / 1M Low: |
0.290 |
0.142 |
| 6M High / 6M Low: |
0.780 |
0.142 |
| High (YTD): |
2024-01-25 |
0.780 |
| Low (YTD): |
2024-06-17 |
0.142 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.45% |
| Volatility 6M: |
|
168.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
