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UBS Call 48 CIS 21.06.2024/  CH1209937809  /

EUWAX
2024-05-10  9:26:59 AM Chg.-0.008 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.128EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 48.00 - 2024-06-21 Call
 

Master data

WKN: UK6MLJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.17
Parity: -0.34
Time value: 0.18
Break-even: 49.84
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 5.75%
Delta: 0.38
Theta: -0.04
Omega: 9.16
Rho: 0.02
 

Quote data

Open: 0.128
High: 0.128
Low: 0.128
Previous Close: 0.136
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.17%
1 Month
  -52.59%
3 Months
  -68.78%
YTD
  -68.78%
1 Year
  -68.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.099
1M High / 1M Low: 0.270 0.094
6M High / 6M Low: 0.700 0.094
High (YTD): 2024-01-26 0.560
Low (YTD): 2024-05-03 0.094
52W High: 2023-09-01 1.120
52W Low: 2024-05-03 0.094
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   185.06%
Volatility 6M:   189.32%
Volatility 1Y:   147.76%
Volatility 3Y:   -