UBS Call 46 CIS 19.12.2025
/ CH1329469519
UBS Call 46 CIS 19.12.2025/ CH1329469519 /
| 2024-07-25 9:23:53 AM |
Chg.- |
Bid9:16:19 AM |
Ask9:16:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
- |
0.570
Bid Size: 10,000 |
0.630
Ask Size: 10,000 |
CISCO SYSTEMS DL-... |
46.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM3KMJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-0.25 |
| Time value: |
0.60 |
| Break-even: |
52.00 |
| Moneyness: |
0.95 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.26 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.84% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
-20.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.490 |
| 1M High / 1M Low: |
0.620 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
