UBS Call 46 CIS 20.09.2024
/ CH1307429568
UBS Call 46 CIS 20.09.2024/ CH1307429568 /
| 6/27/2024 7:27:28 PM |
Chg.0.000 |
Bid9:58:48 PM |
Ask9:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
-0.21 |
| Time value: |
0.27 |
| Break-even: |
48.70 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
29.19% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
7.48 |
| Rho: |
0.04 |
Quote data
| Open: |
0.169 |
| High: |
0.235 |
| Low: |
0.167 |
| Previous Close: |
0.227 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.72% |
| 1 Month |
|
|
-1.73% |
| 3 Months |
|
|
-57.17% |
| YTD |
|
|
-61.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.227 |
| 1M High / 1M Low: |
0.290 |
0.142 |
| 6M High / 6M Low: |
0.780 |
0.142 |
| High (YTD): |
1/25/2024 |
0.780 |
| Low (YTD): |
6/17/2024 |
0.142 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.91% |
| Volatility 6M: |
|
167.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
