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UBS Call 46 CIS 21.06.2024/  CH1209937783  /

Frankfurt Zert./UBS
2024-06-04  9:25:58 AM Chg.-0.030 Bid9:27:34 AM Ask- Underlying Strike price Expiration date Option type
0.072EUR -29.41% 0.072
Bid Size: 25,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 46.00 - 2024-06-21 Call
 

Master data

WKN: UK6PV4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.17
Parity: -0.32
Time value: 0.09
Break-even: 46.89
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 5.22
Spread abs.: -0.02
Spread %: -17.59%
Delta: 0.30
Theta: -0.05
Omega: 14.32
Rho: 0.01
 

Quote data

Open: 0.073
High: 0.073
Low: 0.072
Previous Close: 0.102
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -70.00%
3 Months
  -82.86%
YTD
  -86.42%
1 Year
  -90.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.075
1M High / 1M Low: 0.380 0.073
6M High / 6M Low: 0.710 0.073
High (YTD): 2024-01-25 0.710
Low (YTD): 2024-05-27 0.073
52W High: 2023-09-01 1.270
52W Low: 2024-05-27 0.073
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.419
Avg. volume 6M:   0.000
Avg. price 1Y:   0.648
Avg. volume 1Y:   0.000
Volatility 1M:   340.18%
Volatility 6M:   175.11%
Volatility 1Y:   146.23%
Volatility 3Y:   -