OverviewChartNewsTraderScreen

UBS Call 47 CIS 21.06.2024/  CH1209937791  /

EUWAX
2024-05-10  9:26:59 AM Chg.-0.010 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 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: 18.67
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.17
Parity: -0.24
Time value: 0.24
Break-even: 49.39
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 1.47
Spread abs.: 0.01
Spread %: 4.37%
Delta: 0.43
Theta: -0.04
Omega: 8.11
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month
  -41.94%
3 Months
  -58.14%
YTD
  -61.70%
1 Year
  -61.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.146
1M High / 1M Low: 0.340 0.138
6M High / 6M Low: 0.770 0.138
High (YTD): 2024-01-25 0.640
Low (YTD): 2024-05-03 0.138
52W High: 2023-09-01 1.200
52W Low: 2024-05-03 0.138
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.605
Avg. volume 1Y:   0.000
Volatility 1M:   158.69%
Volatility 6M:   167.25%
Volatility 1Y:   132.42%
Volatility 3Y:   -