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UBS Call 42 CIS 21.06.2024/  CH1212561125  /

EUWAX
2024-06-07  9:55:06 AM Chg.+0.010 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
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: 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: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.71%
3 Months
  -45.45%
YTD
  -56.63%
1 Year
  -62.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.900 0.340
6M High / 6M Low: 1.030 0.340
High (YTD): 2024-01-25 1.030
Low (YTD): 2024-05-30 0.340
52W High: 2023-09-01 1.590
52W Low: 2024-05-30 0.340
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   0.929
Avg. volume 1Y:   0.000
Volatility 1M:   258.61%
Volatility 6M:   135.04%
Volatility 1Y:   113.63%
Volatility 3Y:   -