UBS Call 45 CSCO 21.03.2025
/ DE000UM5V7A2
UBS Call 45 CSCO 21.03.2025/ DE000UM5V7A2 /
| 2024-06-27 9:55:08 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.33 |
| Break-even: |
47.14 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
13.64% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.86 |
| Rho: |
0.18 |
Quote data
| Open: |
0.420 |
| High: |
0.480 |
| Low: |
0.390 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+4.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
