UBS Call 43 CIS 21.03.2025
/ DE000UM579R8
UBS Call 43 CIS 21.03.2025/ DE000UM579R8 /
2024-09-02 8:57:50 AM |
Chg.0.000 |
Bid5:45:33 PM |
Ask5:45:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
0.00% |
0.770 Bid Size: 25,000 |
0.840 Ask Size: 25,000 |
CISCO SYSTEMS DL-... |
43.00 - |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-06-03 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.48 |
Historic volatility: |
0.18 |
Parity: |
0.28 |
Time value: |
0.53 |
Break-even: |
51.10 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.72 |
Rho: |
0.12 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.53% |
1 Month |
|
|
+30.51% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.730 |
1M High / 1M Low: |
0.790 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.633 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |