UBS Call 45 CSCO 21.03.2025
/ DE000UM5V7A2
UBS Call 45 CSCO 21.03.2025/ DE000UM5V7A2 /
| 10/18/2024 2:00:46 PM |
Chg.+0.010 |
Bid2:22:51 PM |
Ask2:22:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+0.92% |
1.100
Bid Size: 10,000 |
1.190
Ask Size: 10,000 |
Cisco Systems Inc |
45.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM5V7A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.05 |
| Time value: |
0.14 |
| Break-even: |
53.45 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
8.18% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.14 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.090 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.02% |
| 1 Month |
|
|
+71.88% |
| 3 Months |
|
|
+92.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.910 |
| 1M High / 1M Low: |
1.090 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
