UBS Call 47 CIS 21.06.2024
/ CH1209937791
UBS Call 47 CIS 21.06.2024/ CH1209937791 /
2024-05-10 9:55:48 PM |
Chg.+0.017 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.229EUR |
+8.02% |
- 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: |
0.189 |
High: |
0.231 |
Low: |
0.178 |
Previous Close: |
0.212 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.14% |
1 Month |
|
|
-18.21% |
3 Months |
|
|
-51.28% |
YTD |
|
|
-51.28% |
1 Year |
|
|
-54.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.229 |
0.176 |
1M High / 1M Low: |
0.290 |
0.171 |
6M High / 6M Low: |
0.780 |
0.171 |
High (YTD): |
2024-01-25 |
0.640 |
Low (YTD): |
2024-05-02 |
0.171 |
52W High: |
2023-09-01 |
1.200 |
52W Low: |
2024-05-02 |
0.171 |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.398 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.613 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.87% |
Volatility 6M: |
|
151.98% |
Volatility 1Y: |
|
120.63% |
Volatility 3Y: |
|
- |