UBS Call 47 CIS 21.06.2024
/ CH1209937791
UBS Call 47 CIS 21.06.2024/ CH1209937791 /
| 2024-05-17 9:56:19 PM |
Chg.-0.028 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-14.14% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
47.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6P3P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
0.21 |
| Break-even: |
49.08 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.01 |
| Spread %: |
5.05% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
8.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.162 |
| High: |
0.204 |
| Low: |
0.152 |
| Previous Close: |
0.198 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.76% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
-63.83% |
| 1 Year |
|
|
-67.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.198 |
| 1M High / 1M Low: |
0.310 |
0.171 |
| 6M High / 6M Low: |
0.640 |
0.171 |
| High (YTD): |
2024-01-25 |
0.640 |
| Low (YTD): |
2024-05-02 |
0.171 |
| 52W High: |
2023-09-01 |
1.200 |
| 52W Low: |
2024-05-02 |
0.171 |
| Avg. price 1W: |
|
0.253 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.609 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
193.71% |
| Volatility 6M: |
|
147.37% |
| Volatility 1Y: |
|
126.92% |
| Volatility 3Y: |
|
- |
