UBS Call 49 CIS 20.09.2024
/ CH1272026290
UBS Call 49 CIS 20.09.2024/ CH1272026290 /
| 07/06/2024 09:34:33 |
Chg.-0.002 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-3.28% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
49.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL56WH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-0.66 |
| Time value: |
0.09 |
| Break-even: |
49.93 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
10.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.49% |
| 1 Month |
|
|
-70.05% |
| 3 Months |
|
|
-78.93% |
| YTD |
|
|
-85.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.059 |
| 1M High / 1M Low: |
0.410 |
0.057 |
| 6M High / 6M Low: |
0.570 |
0.057 |
| High (YTD): |
26/01/2024 |
0.570 |
| Low (YTD): |
30/05/2024 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
477.10% |
| Volatility 6M: |
|
237.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
