UBS Call 47 CIS 20.09.2024
/ CH1307429576
UBS Call 47 CIS 20.09.2024/ CH1307429576 /
| 07/06/2024 21:56:58 |
Chg.-0.018 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
-10.78% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL92QD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-0.46 |
| Time value: |
0.18 |
| Break-even: |
48.77 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
5.99% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
8.48 |
| Rho: |
0.04 |
Quote data
| Open: |
0.130 |
| High: |
0.169 |
| Low: |
0.119 |
| Previous Close: |
0.167 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.16% |
| 1 Month |
|
|
-48.62% |
| 3 Months |
|
|
-65.35% |
| YTD |
|
|
-71.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.163 |
| 1M High / 1M Low: |
0.410 |
0.144 |
| 6M High / 6M Low: |
0.710 |
0.144 |
| High (YTD): |
25/01/2024 |
0.710 |
| Low (YTD): |
27/05/2024 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.17% |
| Volatility 6M: |
|
137.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
