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UBS Call 45 CIS 21.06.2024/  CH1209937775  /

Frankfurt Zert./UBS
2024-05-28  7:26:27 PM Chg.+0.003 Bid9:00:31 PM Ask2024-05-28 Underlying Strike price Expiration date Option type
0.142EUR +2.16% 0.118
Bid Size: 50,000		 -
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: 19.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.17
Parity: -0.23
Time value: 0.21
Break-even: 47.14
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.44
Spread abs.: 0.08
Spread %: 59.70%
Delta: 0.43
Theta: -0.06
Omega: 8.50
Rho: 0.01
 

Quote data

Open: 0.137
High: 0.173
Low: 0.121
Previous Close: 0.139
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.32%
1 Month
  -61.62%
3 Months
  -66.98%
YTD
  -76.33%
1 Year
  -82.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.139
1M High / 1M Low: 0.530 0.139
6M High / 6M Low: 0.790 0.139
High (YTD): 2024-01-25 0.790
Low (YTD): 2024-05-27 0.139
52W High: 2023-09-01 1.350
52W Low: 2024-05-27 0.139
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   288.22%
Volatility 6M:   153.40%
Volatility 1Y:   130.26%
Volatility 3Y:   -