UBS Call 56 CIS 21.03.2025
/ DE000UM9WWX0
UBS Call 56 CIS 21.03.2025/ DE000UM9WWX0 /
| 24/01/2025 10:20:31 |
Chg.-0.040 |
Bid10:57:40 |
Ask10:57:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-6.35% |
0.580
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
CISCO SYSTEMS DL-... |
56.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM9WWX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.37 |
| Break-even: |
63.40 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
15.63% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.05 |
Quote data
| Open: |
0.540 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.46% |
| 1 Month |
|
|
+59.46% |
| 3 Months |
|
|
+68.57% |
| YTD |
|
|
+55.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.470 |
| 1M High / 1M Low: |
0.630 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.630 |
| Low (YTD): |
09/01/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |