UBS Call 45 CSCO 16.01.2026
/ DE000UM5FJ64
UBS Call 45 CSCO 16.01.2026/ DE000UM5FJ64 /
09/10/2024 20:34:06 |
Chg.+0.050 |
Bid21:53:52 |
Ask21:53:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+5.21% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
45.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
UM5FJ6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
28/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
0.70 |
Time value: |
0.32 |
Break-even: |
51.20 |
Moneyness: |
1.17 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
3.83 |
Rho: |
0.37 |
Quote data
Open: |
0.980 |
High: |
1.010 |
Low: |
0.970 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.78% |
1 Month |
|
|
+42.25% |
3 Months |
|
|
+83.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.920 |
1M High / 1M Low: |
0.980 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.954 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.861 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |