UBS Call 58 CIS 21.06.2024
/ CH1234593569
UBS Call 58 CIS 21.06.2024/ CH1234593569 /
| 2024-05-10 3:31:23 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
58.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK9VK4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
148.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.17 |
| Parity: |
-1.34 |
| Time value: |
0.03 |
| Break-even: |
58.30 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
9.82 |
| Spread abs.: |
0.03 |
| Spread %: |
2,900.00% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
13.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
-97.83% |
| YTD |
|
|
-97.14% |
| 1 Year |
|
|
-99.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.010 |
0.001 |
| 6M High / 6M Low: |
0.196 |
0.001 |
| High (YTD): |
2024-01-29 |
0.089 |
| Low (YTD): |
2024-05-10 |
0.001 |
| 52W High: |
2023-09-01 |
0.490 |
| 52W Low: |
2024-05-10 |
0.001 |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.150 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
2,177.56% |
| Volatility 6M: |
|
2,744.82% |
| Volatility 1Y: |
|
1,942.05% |
| Volatility 3Y: |
|
- |
