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UBS Call 45 CIS 21.06.2024/  CH1209937775  /

Frankfurt Zert./UBS
2024-06-07  7:40:19 PM Chg.-0.011 Bid9:56:58 PM Ask- Underlying Strike price Expiration date Option type
0.126EUR -8.03% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 45.00 - 2024-06-21 Call
 

Master data

WKN: UK6DS1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.17
Parity: -0.26
Time value: 0.13
Break-even: 46.26
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 10.26
Spread abs.: 0.02
Spread %: 18.87%
Delta: 0.36
Theta: -0.08
Omega: 12.00
Rho: 0.00
 

Quote data

Open: 0.103
High: 0.138
Low: 0.091
Previous Close: 0.137
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -65.95%
3 Months
  -75.77%
YTD
  -79.00%
1 Year
  -83.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.222 0.118
1M High / 1M Low: 0.530 0.118
6M High / 6M Low: 0.790 0.118
High (YTD): 2024-01-25 0.790
Low (YTD): 2024-06-05 0.118
52W High: 2023-09-01 1.350
52W Low: 2024-06-05 0.118
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   0.710
Avg. volume 1Y:   0.000
Volatility 1M:   334.46%
Volatility 6M:   175.13%
Volatility 1Y:   143.14%
Volatility 3Y:   -