UBS Call 42 CIS 16.01.2026
/ DE000UM5WY23
UBS Call 42 CIS 16.01.2026/ DE000UM5WY23 /
| 07/11/2024 21:50:13 |
Chg.-0.020 |
Bid21:50:13 |
Ask21:50:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.20% |
1.640
Bid Size: 50,000 |
1.650
Ask Size: 50,000 |
CISCO SYSTEMS DL-... |
42.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
03/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.19 |
| Time value: |
0.48 |
| Break-even: |
58.70 |
| Moneyness: |
1.28 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
2.60 |
| Rho: |
0.32 |
Quote data
| Open: |
1.620 |
| High: |
1.670 |
| Low: |
1.610 |
| Previous Close: |
1.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.48% |
| 1 Month |
|
|
+40.17% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.350 |
| 1M High / 1M Low: |
1.660 |
1.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
