UBS Call 45 CIS 21.06.2024
/ CH1209937775
UBS Call 45 CIS 21.06.2024/ CH1209937775 /
| 2024-06-03 9:56:48 PM |
Chg.+0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+3.45% |
-
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: |
27.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.17 |
| Parity: |
-0.22 |
| Time value: |
0.15 |
| Break-even: |
46.54 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
4.35 |
| Spread abs.: |
-0.02 |
| Spread %: |
-11.49% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
10.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.144 |
| High: |
0.189 |
| Low: |
0.136 |
| Previous Close: |
0.174 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
-77.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.135 |
| 1M High / 1M Low: |
0.470 |
0.134 |
| 6M High / 6M Low: |
0.790 |
0.134 |
| High (YTD): |
2024-01-25 |
0.790 |
| Low (YTD): |
2024-05-27 |
0.134 |
| 52W High: |
2023-09-01 |
1.360 |
| 52W Low: |
2024-05-27 |
0.134 |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.718 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
247.77% |
| Volatility 6M: |
|
140.59% |
| Volatility 1Y: |
|
119.58% |
| Volatility 3Y: |
|
- |
