UBS Call 49 CIS 20.09.2024
/ CH1272026290
UBS Call 49 CIS 20.09.2024/ CH1272026290 /
2024-06-27 2:09:30 PM |
Chg.-0.046 |
Bid2:15:35 PM |
Ask2:15:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-52.27% |
0.042 Bid Size: 12,500 |
0.172 Ask Size: 12,500 |
CISCO SYSTEMS DL-... |
49.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL56WH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.17 |
Parity: |
-0.51 |
Time value: |
0.14 |
Break-even: |
50.37 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.06 |
Spread %: |
77.92% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
9.86 |
Rho: |
0.03 |
Quote data
Open: |
0.039 |
High: |
0.042 |
Low: |
0.038 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-62.16% |
1 Month |
|
|
-40.85% |
3 Months |
|
|
-86.88% |
YTD |
|
|
-90.00% |
1 Year |
|
|
-93.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.145 |
0.088 |
1M High / 1M Low: |
0.145 |
0.045 |
6M High / 6M Low: |
0.570 |
0.045 |
High (YTD): |
2024-01-26 |
0.570 |
Low (YTD): |
2024-06-13 |
0.045 |
52W High: |
2023-09-01 |
1.120 |
52W Low: |
2024-06-13 |
0.045 |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.508 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
658.51% |
Volatility 6M: |
|
311.43% |
Volatility 1Y: |
|
232.98% |
Volatility 3Y: |
|
- |