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UBS Call 43 CIS 21.06.2024/  CH1212561133  /

UBS Investment Bank
2024-06-03  8:04:43 AM Chg.-0.030 Bid8:04:43 AM Ask- Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.310
Bid Size: 25,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 43.00 - 2024-06-21 Call
 

Master data

WKN: UK6R6C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 43.00 -
Maturity: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.82
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.17
Parity: -0.02
Time value: 0.31
Break-even: 46.10
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 3.41
Spread abs.: -0.03
Spread %: -8.82%
Delta: 0.53
Theta: -0.09
Omega: 7.36
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -31.11%
3 Months
  -46.55%
YTD
  -58.11%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.640 0.300
6M High / 6M Low: 0.950 0.300
High (YTD): 2024-01-25 0.950
Low (YTD): 2024-05-29 0.300
52W High: 2023-09-01 1.520
52W Low: 2024-05-29 0.300
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.871
Avg. volume 1Y:   0.000
Volatility 1M:   167.01%
Volatility 6M:   106.38%
Volatility 1Y:   95.50%
Volatility 3Y:   -