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UBS Call 48 CIS 21.06.2024/  CH1209937809  /

UBS Investment Bank
5/27/2024  2:52:59 PM Chg.-0.027 Bid2:52:59 PM Ask2:52:59 PM Underlying Strike price Expiration date Option type
0.001EUR -96.43% 0.001
Bid Size: 25,000		 0.071
Ask Size: 25,000		 CISCO SYSTEMS DL-... 48.00 - 6/21/2024 Call
 

Master data

WKN: UK6MLJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 6/21/2024
Issue date: 8/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 112.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.17
Parity: -0.52
Time value: 0.04
Break-even: 48.38
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 4.99
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.16
Theta: -0.02
Omega: 18.35
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -98.39%
1 Month
  -99.45%
3 Months
  -99.59%
YTD
  -99.75%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.014
1M High / 1M Low: 0.245 0.014
6M High / 6M Low: 0.570 0.014
High (YTD): 1/25/2024 0.570
Low (YTD): 5/23/2024 0.014
52W High: 9/1/2023 1.130
52W Low: 5/23/2024 0.014
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.534
Avg. volume 1Y:   0.000
Volatility 1M:   585.76%
Volatility 6M:   263.22%
Volatility 1Y:   200.42%
Volatility 3Y:   -