UBS Call 47 CIS 21.06.2024
/ CH1209937791
UBS Call 47 CIS 21.06.2024/ CH1209937791 /
| 24/05/2024 21:55:53 |
Chg.+0.009 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
+18.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
-0.42 |
| Time value: |
0.07 |
| Break-even: |
47.69 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
15.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.042 |
| High: |
0.080 |
| Low: |
0.038 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.29% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-80.97% |
| YTD |
|
|
-87.45% |
| 1 Year |
|
|
-91.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.050 |
| 1M High / 1M Low: |
0.310 |
0.050 |
| 6M High / 6M Low: |
0.640 |
0.050 |
| High (YTD): |
25/01/2024 |
0.640 |
| Low (YTD): |
23/05/2024 |
0.050 |
| 52W High: |
01/09/2023 |
1.200 |
| 52W Low: |
23/05/2024 |
0.050 |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.597 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
347.66% |
| Volatility 6M: |
|
184.91% |
| Volatility 1Y: |
|
149.22% |
| Volatility 3Y: |
|
- |
