UBS Call 46 CIS 20.09.2024
/ CH1307429568
UBS Call 46 CIS 20.09.2024/ CH1307429568 /
| 2024-06-17 9:26:12 AM |
Chg.-0.033 |
Bid9:26:12 AM |
Ask9:26:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
-17.93% |
0.151
Bid Size: 25,000 |
0.231
Ask Size: 25,000 |
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: |
22.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-0.33 |
| Time value: |
0.19 |
| Break-even: |
47.94 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
8.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.146 |
| High: |
0.151 |
| Low: |
0.144 |
| Previous Close: |
0.184 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.68% |
| 1 Month |
|
|
-56.86% |
| 3 Months |
|
|
-68.54% |
| YTD |
|
|
-74.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.188 |
0.149 |
| 1M High / 1M Low: |
0.350 |
0.149 |
| 6M High / 6M Low: |
0.780 |
0.149 |
| High (YTD): |
2024-01-25 |
0.780 |
| Low (YTD): |
2024-06-13 |
0.149 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.92% |
| Volatility 6M: |
|
131.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
