UBS Call 40 CIS 21.06.2024
/ CH1213908424
UBS Call 40 CIS 21.06.2024/ CH1213908424 /
| 2024-05-17 9:29:44 AM |
Chg.-0.030 |
Bid2024-05-17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7W0V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.49 |
| Break-even: |
47.60 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
4.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-0.13 |
| Omega: |
3.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.750 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
-7.32% |
| YTD |
|
|
-22.45% |
| 1 Year |
|
|
-33.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
1.200 |
0.670 |
| High (YTD): |
2024-01-25 |
1.200 |
| Low (YTD): |
2024-05-02 |
0.670 |
| 52W High: |
2023-09-01 |
1.750 |
| 52W Low: |
2024-05-02 |
0.670 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.129 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
110.51% |
| Volatility 6M: |
|
74.93% |
| Volatility 1Y: |
|
76.90% |
| Volatility 3Y: |
|
- |
