UBS Call 46 CIS 21.03.2025
/ CH1329469501
UBS Call 46 CIS 21.03.2025/ CH1329469501 /
| 08/11/2024 19:35:12 |
Chg.-0.010 |
Bid21:56:44 |
Ask21:56:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.19 |
| Parity: |
0.82 |
| Time value: |
0.39 |
| Break-even: |
58.10 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.10 |
Quote data
| Open: |
1.170 |
| High: |
1.210 |
| Low: |
1.170 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.47% |
| 1 Month |
|
|
+42.68% |
| 3 Months |
|
|
+254.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.990 |
| 1M High / 1M Low: |
1.180 |
0.820 |
| 6M High / 6M Low: |
1.180 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.94% |
| Volatility 6M: |
|
148.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
