UBS Call 51 CIS 20.09.2024
/ CH1272026316
UBS Call 51 CIS 20.09.2024/ CH1272026316 /
2024-07-26 9:23:43 AM |
Chg.+0.015 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
+42.86% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
51.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6C5C |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
51.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.17 |
Parity: |
-0.75 |
Time value: |
0.08 |
Break-even: |
51.84 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
2.12 |
Spread abs.: |
0.02 |
Spread %: |
29.23% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
11.03 |
Rho: |
0.01 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.37% |
1 Month |
|
|
+72.41% |
3 Months |
|
|
-62.69% |
YTD |
|
|
-84.38% |
1 Year |
|
|
-92.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.067 |
0.018 |
1M High / 1M Low: |
0.078 |
0.001 |
6M High / 6M Low: |
0.450 |
0.001 |
High (YTD): |
2024-01-26 |
0.450 |
Low (YTD): |
2024-07-11 |
0.001 |
52W High: |
2023-09-01 |
0.980 |
52W Low: |
2024-07-11 |
0.001 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.135 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.357 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
23,308.45% |
Volatility 6M: |
|
9,438.59% |
Volatility 1Y: |
|
6,653.50% |
Volatility 3Y: |
|
- |