UBS Call 44 CIS 21.06.2024
/ CH1209977177
UBS Call 44 CIS 21.06.2024/ CH1209977177 /
| 2024-05-17 9:55:02 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
-
Bid Size: - |
-
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: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.17 |
| Parity: |
0.05 |
| Time value: |
0.38 |
| Break-even: |
48.30 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
5.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-21.15% |
| YTD |
|
|
-38.81% |
| 1 Year |
|
|
-38.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
0.870 |
0.350 |
| High (YTD): |
2024-01-25 |
0.870 |
| Low (YTD): |
2024-05-02 |
0.350 |
| 52W High: |
2023-09-01 |
1.440 |
| 52W Low: |
2024-05-02 |
0.350 |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.818 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.25% |
| Volatility 6M: |
|
107.52% |
| Volatility 1Y: |
|
98.29% |
| Volatility 3Y: |
|
- |
