UBS Call 42 CIS 19.12.2025
/ DE000UM553L6
UBS Call 42 CIS 19.12.2025/ DE000UM553L6 /
| 2024-07-12 1:36:34 PM |
Chg.-0.010 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
0.770
Bid Size: 20,000 |
0.810
Ask Size: 20,000 |
CISCO SYSTEMS DL-... |
42.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM553L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.10 |
| Time value: |
0.70 |
| Break-even: |
50.00 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.50 |
| Rho: |
0.29 |
Quote data
| Open: |
0.760 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
+14.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.690 |
| 1M High / 1M Low: |
0.830 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
