UBS Call 45 CSCO 19.12.2025
/ DE000UM5EFR3
UBS Call 45 CSCO 19.12.2025/ DE000UM5EFR3 /
| 8/9/2024 8:05:04 AM |
Chg.+0.010 |
Bid10:41:37 AM |
Ask10:41:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.530
Bid Size: 20,000 |
0.620
Ask Size: 20,000 |
Cisco Systems Inc |
45.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
UM5EFR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
5/28/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.52 |
| Break-even: |
47.23 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.54 |
| Rho: |
0.29 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.480 |
| 1M High / 1M Low: |
0.710 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
