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UBS Call 44 CIS 21.06.2024/  CH1209977177  /

Frankfurt Zert./UBS
2024-05-30  7:18:31 PM Chg.+0.006 Bid7:26:53 PM Ask- Underlying Strike price Expiration date Option type
0.235EUR +2.62% 0.237
Bid Size: 50,000		 -
Ask Size: -		 CISCO SYSTEMS DL-... 44.00 - 2024-06-21 Call
 

Master data

WKN: UK6KVG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.17
Parity: -0.13
Time value: 0.23
Break-even: 46.29
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 2.87
Spread abs.: 0.01
Spread %: 3.62%
Delta: 0.46
Theta: -0.07
Omega: 8.65
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.248
Low: 0.170
Previous Close: 0.229
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -36.49%
3 Months
  -53.92%
YTD
  -64.93%
1 Year
  -73.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.217
1M High / 1M Low: 0.600 0.217
6M High / 6M Low: 0.870 0.217
High (YTD): 2024-01-25 0.870
Low (YTD): 2024-05-28 0.217
52W High: 2023-09-01 1.430
52W Low: 2024-05-28 0.217
Avg. price 1W:   0.239
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.800
Avg. volume 1Y:   0.000
Volatility 1M:   226.73%
Volatility 6M:   130.89%
Volatility 1Y:   114.85%
Volatility 3Y:   -