UBS Call 45 CSCO 21.03.2025
/ DE000UM5V7A2
UBS Call 45 CSCO 21.03.2025/ DE000UM5V7A2 /
| 2024-11-12 2:43:54 PM |
Chg.-0.020 |
Bid2:43:54 PM |
Ask2:43:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-1.49% |
1.320
Bid Size: 12,500 |
1.400
Ask Size: 12,500 |
Cisco Systems Inc |
45.00 USD |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
1.28 |
| Time value: |
0.13 |
| Break-even: |
56.30 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
5.22% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.12 |
Quote data
| Open: |
1.310 |
| High: |
1.340 |
| Low: |
1.300 |
| Previous Close: |
1.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+36.08% |
| 3 Months |
|
|
+266.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.100 |
| 1M High / 1M Low: |
1.340 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
