UBS Call 42 CIS 21.06.2024
/ CH1212561125
UBS Call 42 CIS 21.06.2024/ CH1212561125 /
| 07/06/2024 21:56:51 |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK6QUC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
19/09/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.17 |
| Parity: |
0.04 |
| Time value: |
0.32 |
| Break-even: |
45.60 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
6.52 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.56 |
| Theta: |
-0.13 |
| Omega: |
6.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-51.35% |
| YTD |
|
|
-56.10% |
| 1 Year |
|
|
-62.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.360 |
| 1M High / 1M Low: |
0.730 |
0.360 |
| 6M High / 6M Low: |
1.040 |
0.360 |
| High (YTD): |
25/01/2024 |
1.040 |
| Low (YTD): |
07/06/2024 |
0.360 |
| 52W High: |
01/09/2023 |
1.600 |
| 52W Low: |
07/06/2024 |
0.360 |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.937 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
169.48% |
| Volatility 6M: |
|
105.98% |
| Volatility 1Y: |
|
93.60% |
| Volatility 3Y: |
|
- |
