UBS Call 50 CIS 20.09.2024
/ CH1272026308
UBS Call 50 CIS 20.09.2024/ CH1272026308 /
| 2024-07-26 9:56:53 PM |
Chg.+0.014 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
50.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6CWF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.12 |
| Break-even: |
51.24 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.02 |
| Spread %: |
18.10% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
9.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.112 |
| Low: |
0.073 |
| Previous Close: |
0.091 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.32% |
| 1 Month |
|
|
+64.06% |
| 3 Months |
|
|
-46.70% |
| YTD |
|
|
-71.62% |
| 1 Year |
|
|
-83.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.059 |
| 1M High / 1M Low: |
0.133 |
0.004 |
| 6M High / 6M Low: |
0.510 |
0.004 |
| High (YTD): |
2024-01-29 |
0.510 |
| Low (YTD): |
2024-07-04 |
0.004 |
| 52W High: |
2023-09-01 |
1.060 |
| 52W Low: |
2024-07-04 |
0.004 |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.409 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
3,582.73% |
| Volatility 6M: |
|
1,481.36% |
| Volatility 1Y: |
|
1,046.76% |
| Volatility 3Y: |
|
- |
