UBS Call 49 CIS 19.12.2025
/ CH1319937269
UBS Call 49 CIS 19.12.2025/ CH1319937269 /
2024-05-21 8:03:02 AM |
Chg.-0.030 |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-6.98% |
0.400 Bid Size: 25,000 |
0.530 Ask Size: 25,000 |
CISCO SYSTEMS DL-... |
49.00 - |
2025-12-19 |
Call |
Master data
WKN: |
UM17FL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 - |
Maturity: |
2025-12-19 |
Issue date: |
2024-02-02 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-0.47 |
Time value: |
0.54 |
Break-even: |
54.40 |
Moneyness: |
0.90 |
Premium: |
0.23 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
12.50% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
4.30 |
Rho: |
0.28 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-35.48% |
3 Months |
|
|
-29.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.430 |
1M High / 1M Low: |
0.620 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |