UBS Call 43 CIS 21.03.2025
/ DE000UM579R8
UBS Call 43 CIS 21.03.2025/ DE000UM579R8 /
| 11/8/2024 3:18:08 PM |
Chg.+0.030 |
Bid3:37:41 PM |
Ask3:37:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+2.10% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
43.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM579R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.19 |
| Parity: |
1.12 |
| Time value: |
0.36 |
| Break-even: |
57.80 |
| Moneyness: |
1.26 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.89 |
| Rho: |
0.10 |
Quote data
| Open: |
1.430 |
| High: |
1.460 |
| Low: |
1.430 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.69% |
| 1 Month |
|
|
+37.74% |
| 3 Months |
|
|
+192.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.230 |
| 1M High / 1M Low: |
1.460 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
