UBS Call 47 CIS 20.09.2024
/ CH1307429576
UBS Call 47 CIS 20.09.2024/ CH1307429576 /
| 2024-05-17 9:28:01 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL92QD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
0.33 |
| Break-even: |
50.30 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-19.44% |
| 3 Months |
|
|
-29.27% |
| YTD |
|
|
-45.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.320 |
| 1M High / 1M Low: |
0.410 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-25 |
0.710 |
| Low (YTD): |
2024-05-03 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
