UBS Call 42 CIS 20.06.2025
/ DE000UM56XR6
UBS Call 42 CIS 20.06.2025/ DE000UM56XR6 /
2024-08-30 7:40:33 PM |
Chg.-0.020 |
Bid9:53:20 PM |
Ask9:53:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-2.20% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
2025-06-20 |
Call |
Master data
WKN: |
UM56XR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-06-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.43 |
Historic volatility: |
0.18 |
Parity: |
0.37 |
Time value: |
0.57 |
Break-even: |
51.40 |
Moneyness: |
1.09 |
Premium: |
0.12 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
3.35 |
Rho: |
0.18 |
Quote data
Open: |
0.900 |
High: |
0.910 |
Low: |
0.880 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.11% |
1 Month |
|
|
+17.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.840 |
1M High / 1M Low: |
0.930 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.760 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |