UBS Call 45 CSCO 21.03.2025
/ DE000UM5V7A2
UBS Call 45 CSCO 21.03.2025/ DE000UM5V7A2 /
8/14/2024 8:07:18 AM |
Chg.+0.020 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+5.71% |
- Bid Size: - |
- Ask Size: - |
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: |
10.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
0.03 |
Time value: |
0.37 |
Break-even: |
44.92 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
6.17 |
Rho: |
0.12 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
-17.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.350 |
1M High / 1M Low: |
0.560 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.455 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |