UBS Call 44 CIS 21.03.2025
/ DE000UM56Y39
UBS Call 44 CIS 21.03.2025/ DE000UM56Y39 /
| 1/23/2025 7:20:52 PM |
Chg.+0.070 |
Bid7:23:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+4.22% |
1.740
Bid Size: 25,000 |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
44.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM56Y3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.17 |
| Parity: |
1.52 |
| Time value: |
0.17 |
| Break-even: |
60.90 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.03 |
| Rho: |
0.05 |
Quote data
| Open: |
1.590 |
| High: |
1.730 |
| Low: |
1.590 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.49% |
| 1 Month |
|
|
+25.36% |
| 3 Months |
|
|
+46.61% |
| YTD |
|
|
+22.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.550 |
| 1M High / 1M Low: |
1.660 |
1.380 |
| 6M High / 6M Low: |
1.660 |
0.400 |
| High (YTD): |
1/22/2025 |
1.660 |
| Low (YTD): |
1/9/2025 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.76% |
| Volatility 6M: |
|
100.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |