UBS Call 45 CSCO 21.03.2025
/ DE000UM5V7A2
UBS Call 45 CSCO 21.03.2025/ DE000UM5V7A2 /
10/9/2024 8:07:26 AM |
Chg.+0.010 |
Bid7:53:52 PM |
Ask7:53:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+1.25% |
0.860 Bid Size: 25,000 |
0.930 Ask Size: 25,000 |
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: |
5.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.70 |
Time value: |
0.14 |
Break-even: |
49.40 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.20% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
4.85 |
Rho: |
0.14 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+62.00% |
3 Months |
|
|
+102.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.800 |
1M High / 1M Low: |
0.840 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |