UBS Call 42 CIS 16.01.2026
/ DE000UM5WY23
UBS Call 42 CIS 16.01.2026/ DE000UM5WY23 /
| 2024-07-12 8:55:09 AM |
Chg.+0.070 |
Bid11:41:32 AM |
Ask11:41:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+9.86% |
0.790
Bid Size: 20,000 |
0.820
Ask Size: 20,000 |
CISCO SYSTEMS DL-... |
42.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM5WY2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.10 |
| Time value: |
0.72 |
| Break-even: |
50.20 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.30 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
0.820 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
