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UBS Call 42 CIS 21.06.2024/  CH1212561125  /

UBS Investment Bank
2024-05-30  4:06:26 PM Chg.+0.030 Bid4:06:26 PM Ask- Underlying Strike price Expiration date Option type
0.420EUR +7.69% 0.420
Bid Size: 50,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 42.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.07
Implied volatility: 0.87
Historic volatility: 0.17
Parity: 0.07
Time value: 0.33
Break-even: 46.00
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 2.49
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.58
Theta: -0.08
Omega: 6.14
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.420
Low: 0.330
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.75%
3 Months
  -36.36%
YTD
  -48.78%
1 Year
  -58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.730 0.380
6M High / 6M Low: 1.040 0.380
High (YTD): 2024-01-25 1.040
Low (YTD): 2024-05-27 0.380
52W High: 2023-09-01 1.600
52W Low: 2024-05-27 0.380
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   0.953
Avg. volume 1Y:   0.000
Volatility 1M:   133.97%
Volatility 6M:   95.12%
Volatility 1Y:   87.25%
Volatility 3Y:   -