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UBS Call 45 CIS 21.06.2024/  CH1209937775  /

UBS Investment Bank
2024-06-10  1:12:15 PM Chg.-0.042 Bid1:12:15 PM Ask- Underlying Strike price Expiration date Option type
0.064EUR -39.62% 0.064
Bid Size: 12,500		 -
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: 33.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.17
Parity: -0.25
Time value: 0.13
Break-even: 46.26
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 15.30
Spread abs.: 0.02
Spread %: 18.87%
Delta: 0.36
Theta: -0.10
Omega: 12.12
Rho: 0.00
 

Quote data

Open: 0.066
High: 0.075
Low: 0.062
Previous Close: 0.106
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.44%
1 Month
  -82.22%
3 Months
  -87.45%
YTD
  -89.33%
1 Year
  -91.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.242 0.106
1M High / 1M Low: 0.470 0.106
6M High / 6M Low: 0.790 0.106
High (YTD): 2024-01-25 0.790
Low (YTD): 2024-06-07 0.106
52W High: 2023-09-01 1.360
52W Low: 2024-06-07 0.106
Avg. price 1W:   0.159
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.708
Avg. volume 1Y:   0.000
Volatility 1M:   325.29%
Volatility 6M:   164.80%
Volatility 1Y:   134.69%
Volatility 3Y:   -