UBS Call 61 CIS 20.09.2024
/ CH1272026415
UBS Call 61 CIS 20.09.2024/ CH1272026415 /
| 2024-05-06 9:54:42 PM |
Chg.+0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
+600.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
61.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL5687 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-1.72 |
| Time value: |
0.04 |
| Break-even: |
61.38 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.04 |
| Spread %: |
3,700.00% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
10.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.009 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-86.27% |
| YTD |
|
|
-84.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.001 |
| 1M High / 1M Low: |
0.028 |
0.001 |
| 6M High / 6M Low: |
0.188 |
0.001 |
| High (YTD): |
2024-01-25 |
0.092 |
| Low (YTD): |
2024-05-03 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6,342.57% |
| Volatility 6M: |
|
5,709.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
