OverviewChartNewsTraderScreen

UBS Call 56 CIS 21.06.2024/  CH1198389368  /

UBS Investment Bank
2024-05-10  7:21:19 PM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.003EUR +50.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 56.00 - 2024-06-21 Call
 

Master data

WKN: UK5ZT2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 148.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -1.14
Time value: 0.03
Break-even: 56.30
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 6.93
Spread abs.: 0.03
Spread %: 900.00%
Delta: 0.10
Theta: -0.02
Omega: 14.18
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.003
Low: 0.001
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month  
+200.00%
3 Months
  -96.30%
YTD
  -95.95%
1 Year
  -98.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.270 0.001
High (YTD): 2024-01-29 0.143
Low (YTD): 2024-05-07 0.001
52W High: 2023-09-01 0.600
52W Low: 2024-05-07 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.200
Avg. volume 1Y:   0.000
Volatility 1M:   6,070.03%
Volatility 6M:   6,625.67%
Volatility 1Y:   4,693.78%
Volatility 3Y:   -