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: |
|
- |
