UBS Call 52 CIS 21.03.2025
/ CH1326171613
UBS Call 52 CIS 21.03.2025/ CH1326171613 /
| 08/11/2024 19:37:15 |
Chg.-0.010 |
Bid21:55:29 |
Ask21:55:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-1.47% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
52.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM178C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.52 |
| Break-even: |
59.40 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.10 |
Quote data
| Open: |
0.650 |
| High: |
0.700 |
| Low: |
0.650 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.37% |
| 1 Month |
|
|
+63.41% |
| 3 Months |
|
|
+467.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.550 |
| 1M High / 1M Low: |
0.680 |
0.410 |
| 6M High / 6M Low: |
0.680 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.75% |
| Volatility 6M: |
|
253.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
