UBS Call 48 CIS 21.06.2024
/ CH1209937809
UBS Call 48 CIS 21.06.2024/ CH1209937809 /
| 10/05/2024 21:55:48 |
Chg.+0.014 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
+8.75% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
48.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
-0.34 |
| Time value: |
0.18 |
| Break-even: |
49.84 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.01 |
| Spread %: |
5.75% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
9.16 |
| Rho: |
0.02 |
Quote data
| Open: |
0.135 |
| High: |
0.175 |
| Low: |
0.126 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.94% |
| 1 Month |
|
|
-20.18% |
| 3 Months |
|
|
-57.56% |
| YTD |
|
|
-56.50% |
| 1 Year |
|
|
-61.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.130 |
| 1M High / 1M Low: |
0.234 |
0.126 |
| 6M High / 6M Low: |
0.710 |
0.126 |
| High (YTD): |
25/01/2024 |
0.570 |
| Low (YTD): |
02/05/2024 |
0.126 |
| 52W High: |
01/09/2023 |
1.130 |
| 52W Low: |
02/05/2024 |
0.126 |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.550 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.24% |
| Volatility 6M: |
|
171.53% |
| Volatility 1Y: |
|
133.82% |
| Volatility 3Y: |
|
- |
