UBS Call 42 CIS 19.12.2025
/ DE000UM553L6
UBS Call 42 CIS 19.12.2025/ DE000UM553L6 /
10/15/2024 2:31:33 PM |
Chg.0.00 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
6/3/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
0.77 |
Time value: |
0.55 |
Break-even: |
55.20 |
Moneyness: |
1.18 |
Premium: |
0.11 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.54% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
2.85 |
Rho: |
0.29 |
Quote data
Open: |
1.30 |
High: |
1.31 |
Low: |
1.30 |
Previous Close: |
1.31 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.91% |
1 Month |
|
|
+48.86% |
3 Months |
|
|
+59.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.15 |
1M High / 1M Low: |
1.31 |
0.90 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |