UBS Call 46 CIS 20.09.2024
/ CH1307429568
UBS Call 46 CIS 20.09.2024/ CH1307429568 /
6/7/2024 9:56:58 PM |
Chg.-0.021 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.193EUR |
-9.81% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/28/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.17 |
Parity: |
-0.36 |
Time value: |
0.22 |
Break-even: |
48.24 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
4.67% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
7.67 |
Rho: |
0.04 |
Quote data
Open: |
0.177 |
High: |
0.217 |
Low: |
0.164 |
Previous Close: |
0.214 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.91% |
1 Month |
|
|
-50.51% |
3 Months |
|
|
-62.88% |
YTD |
|
|
-67.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.193 |
1M High / 1M Low: |
0.480 |
0.192 |
6M High / 6M Low: |
0.780 |
0.192 |
High (YTD): |
1/25/2024 |
0.780 |
Low (YTD): |
5/27/2024 |
0.192 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.294 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.45% |
Volatility 6M: |
|
126.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |