UBS Call 46 CIS 20.09.2024
/ CH1307429568
UBS Call 46 CIS 20.09.2024/ CH1307429568 /
| 06/09/2024 19:36:28 |
Chg.-0.103 |
Bid21:54:53 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-34.33% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL91NA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.18 |
| Parity: |
-0.18 |
| Time value: |
0.31 |
| Break-even: |
49.10 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
14.35 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.47 |
| Theta: |
-0.14 |
| Omega: |
6.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.197 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.75% |
| 1 Month |
|
|
+20.12% |
| 3 Months |
|
|
-7.08% |
| YTD |
|
|
-66.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.300 |
| 1M High / 1M Low: |
0.460 |
0.140 |
| 6M High / 6M Low: |
0.560 |
0.140 |
| High (YTD): |
25/01/2024 |
0.780 |
| Low (YTD): |
12/08/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.93% |
| Volatility 6M: |
|
250.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
