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UBS Call 42 CIS 21.06.2024/  CH1212561125  /

EUWAX
2024-05-28  9:17:20 AM Chg.0.000 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% -
Bid Size: -		 -
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: 9.09
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.07
Implied volatility: 0.99
Historic volatility: 0.17
Parity: 0.07
Time value: 0.40
Break-even: 46.70
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 2.85
Spread abs.: 0.08
Spread %: 20.51%
Delta: 0.58
Theta: -0.09
Omega: 5.29
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.02%
1 Month
  -32.76%
3 Months
  -36.07%
YTD
  -53.01%
1 Year
  -61.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.900 0.390
6M High / 6M Low: 1.030 0.390
High (YTD): 2024-01-25 1.030
Low (YTD): 2024-05-27 0.390
52W High: 2023-09-01 1.590
52W Low: 2024-05-27 0.390
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   0.000
Avg. price 1Y:   0.950
Avg. volume 1Y:   0.000
Volatility 1M:   232.12%
Volatility 6M:   124.92%
Volatility 1Y:   107.83%
Volatility 3Y:   -