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UBS Call 48 CIS 21.06.2024/  CH1209937809  /

UBS Investment Bank
5/13/2024  9:12:49 AM Chg.-0.030 Bid9:12:49 AM Ask9:12:49 AM Underlying Strike price Expiration date Option type
0.144EUR -17.24% 0.144
Bid Size: 25,000		 0.224
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: 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: 0.137
High: 0.149
Low: 0.135
Previous Close: 0.174
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.77%
1 Month
  -33.95%
3 Months
  -62.11%
YTD
  -64.00%
1 Year
  -68.00%
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): 1/25/2024 0.570
Low (YTD): 5/2/2024 0.126
52W High: 9/1/2023 1.130
52W Low: 5/2/2024 0.126
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   154.40%
Volatility 6M:   171.53%
Volatility 1Y:   134.01%
Volatility 3Y:   -