OverviewChartNewsTraderScreen

UBS Call 59 CIS 21.06.2024/  CH1234573728  /

UBS Investment Bank
5/27/2024  9:33:20 AM Chg.0.000 Bid9:33:20 AM Ask9:33:20 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 25,000		 0.040
Ask Size: 25,000		 CISCO SYSTEMS DL-... 59.00 - 6/21/2024 Call
 

Master data

WKN: UK9N36
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 59.00 -
Maturity: 6/21/2024
Issue date: 12/2/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 142.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.17
Parity: -1.62
Time value: 0.03
Break-even: 59.30
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 2,900.00%
Delta: 0.08
Theta: -0.03
Omega: 11.37
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     0.00%
3 Months
  -66.67%
YTD
  -95.24%
1 Year
  -99.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.069 0.001
High (YTD): 1/25/2024 0.069
Low (YTD): 5/24/2024 0.001
52W High: 9/1/2023 0.440
52W Low: 5/24/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.022
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   1,927.83%
Volatility 1Y:   1,619.60%
Volatility 3Y:   -