UBS Call 40 CIS 21.06.2024
/ CH1213908424
UBS Call 40 CIS 21.06.2024/ CH1213908424 /
2024-05-17 9:10:56 AM |
Chg.-0.030 |
Bid- |
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: |
5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.27 |
Implied volatility: |
1.52 |
Historic volatility: |
0.17 |
Parity: |
0.27 |
Time value: |
0.49 |
Break-even: |
47.60 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
5.15 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.64 |
Theta: |
-0.14 |
Omega: |
3.61 |
Rho: |
0.01 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.750 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.57% |
3 Months |
|
|
-7.32% |
YTD |
|
|
-22.45% |
1 Year |
|
|
-34.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.910 |
0.670 |
6M High / 6M Low: |
1.200 |
0.670 |
High (YTD): |
2024-01-30 |
1.200 |
Low (YTD): |
2024-05-02 |
0.670 |
52W High: |
2023-09-01 |
1.760 |
52W Low: |
2024-05-02 |
0.670 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.762 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.916 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.129 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
92.96% |
Volatility 6M: |
|
73.44% |
Volatility 1Y: |
|
72.40% |
Volatility 3Y: |
|
- |