UBS Call 47 CIS 20.09.2024
/ CH1307429576
UBS Call 47 CIS 20.09.2024/ CH1307429576 /
| 14/06/2024 09:46:10 |
Chg.-0.013 |
Bid09:46:10 |
Ask09:46:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-12.04% |
0.095
Bid Size: 25,000 |
0.175
Ask Size: 25,000 |
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: |
25.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.46 |
| Time value: |
0.17 |
| Break-even: |
48.68 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.06 |
| Spread %: |
55.56% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
8.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.098 |
| Low: |
0.094 |
| Previous Close: |
0.108 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.24% |
| 1 Month |
|
|
-74.32% |
| 3 Months |
|
|
-79.79% |
| YTD |
|
|
-82.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.108 |
| 1M High / 1M Low: |
0.410 |
0.108 |
| 6M High / 6M Low: |
0.710 |
0.108 |
| High (YTD): |
25/01/2024 |
0.710 |
| Low (YTD): |
13/06/2024 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.45% |
| Volatility 6M: |
|
139.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
