UBS Call 48 CIS 21.06.2024
/ CH1209937809
UBS Call 48 CIS 21.06.2024/ CH1209937809 /
| 2024-04-26 9:56:01 PM |
Chg.-0.015 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
-7.65% |
-
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: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.30 |
| Time value: |
0.19 |
| Break-even: |
49.91 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
5.52% |
| Delta: |
0.39 |
| Theta: |
-0.03 |
| Omega: |
9.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.166 |
| High: |
0.203 |
| Low: |
0.136 |
| Previous Close: |
0.196 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.20% |
| 1 Month |
|
|
-41.61% |
| 3 Months |
|
|
-67.09% |
| YTD |
|
|
-54.75% |
| 1 Year |
|
|
-62.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.181 |
| 1M High / 1M Low: |
0.330 |
0.181 |
| 6M High / 6M Low: |
0.730 |
0.181 |
| High (YTD): |
2024-01-25 |
0.570 |
| Low (YTD): |
2024-04-26 |
0.181 |
| 52W High: |
2023-09-01 |
1.130 |
| 52W Low: |
2024-04-26 |
0.181 |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.561 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
232.83% |
| Volatility 6M: |
|
164.83% |
| Volatility 1Y: |
|
129.41% |
| Volatility 3Y: |
|
- |
