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UBS Call 47 CIS 21.06.2024/  CH1209937791  /

EUWAX
2024-05-24  9:21:35 AM Chg.-0.051 Bid9:19:28 PM Ask9:19:28 PM Underlying Strike price Expiration date Option type
0.039EUR -56.67% 0.064
Bid Size: 50,000		 0.074
Ask Size: 50,000		 CISCO SYSTEMS DL-... 47.00 - 2024-06-21 Call
 

Master data

WKN: UK6P3P
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.17
Parity: -0.39
Time value: 0.11
Break-even: 48.10
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 3.18
Spread abs.: 0.06
Spread %: 120.00%
Delta: 0.30
Theta: -0.04
Omega: 11.87
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.79%
1 Month
  -82.67%
3 Months
  -86.55%
YTD
  -91.70%
1 Year
  -93.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.168 0.059
1M High / 1M Low: 0.460 0.059
6M High / 6M Low: 0.640 0.059
High (YTD): 2024-01-25 0.640
Low (YTD): 2024-05-22 0.059
52W High: 2023-09-01 1.200
52W Low: 2024-05-22 0.059
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.592
Avg. volume 1Y:   0.000
Volatility 1M:   510.71%
Volatility 6M:   247.50%
Volatility 1Y:   189.42%
Volatility 3Y:   -