UBS Call 44 CIS 16.01.2026
/ DE000UM6M3J2
UBS Call 44 CIS 16.01.2026/ DE000UM6M3J2 /
| 25/07/2024 19:29:29 |
Chg.+0.070 |
Bid08:10:41 |
Ask08:10:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+10.29% |
0.710
Bid Size: 10,000 |
0.760
Ask Size: 10,000 |
CISCO SYSTEMS DL-... |
44.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM6M3J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
03/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-0.08 |
| Time value: |
0.72 |
| Break-even: |
51.20 |
| Moneyness: |
0.98 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.67 |
| Rho: |
0.28 |
Quote data
| Open: |
0.680 |
| High: |
0.760 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.790 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
