UBS Call 46 CIS 21.03.2025
/ CH1329469501
UBS Call 46 CIS 21.03.2025/ CH1329469501 /
| 29/07/2024 08:16:08 |
Chg.-0.010 |
Bid09:24:24 |
Ask09:24:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-2.13% |
0.460
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
CISCO SYSTEMS DL-... |
46.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM3DZ8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
-0.19 |
| Time value: |
0.49 |
| Break-even: |
50.90 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.12 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.390 |
| 1M High / 1M Low: |
0.510 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
