UBS Call 50 CIS 21.03.2025
/ CH1326171597
UBS Call 50 CIS 21.03.2025/ CH1326171597 /
| 2024-05-20 9:56:52 PM |
Chg.-0.051 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.239EUR |
-17.59% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
50.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2M1Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.35 |
| Break-even: |
53.50 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
20.69% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
5.50 |
| Rho: |
0.13 |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.237 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.61% |
| 1 Month |
|
|
-41.71% |
| 3 Months |
|
|
-37.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.239 |
| 1M High / 1M Low: |
0.390 |
0.239 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
