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UBS Call 45 CIS 21.06.2024/  CH1209937775  /

EUWAX
2024-05-28  9:11:54 AM Chg.0.000 Bid8:22:59 PM Ask8:22:59 PM Underlying Strike price Expiration date Option type
0.138EUR 0.00% 0.128
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: 0.138
High: 0.138
Low: 0.138
Previous Close: 0.138
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.29%
1 Month
  -59.41%
3 Months
  -63.68%
YTD
  -77.00%
1 Year
  -82.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.233 0.138
1M High / 1M Low: 0.560 0.138
6M High / 6M Low: 0.790 0.138
High (YTD): 2024-01-25 0.790
Low (YTD): 2024-05-27 0.138
52W High: 2023-09-01 1.350
52W Low: 2024-05-27 0.138
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   310.62%
Volatility 6M:   165.64%
Volatility 1Y:   134.32%
Volatility 3Y:   -