UBS Call 47 CSCO 16.01.2026
/ CH1326143554
UBS Call 47 CSCO 16.01.2026/ CH1326143554 /
| 10/4/2024 9:50:28 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
47.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
UM1ZUB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/19/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.52 |
| Time value: |
0.34 |
| Break-even: |
51.42 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.37 |
Quote data
| Open: |
0.820 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+52.73% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.780 |
| 1M High / 1M Low: |
0.840 |
0.550 |
| 6M High / 6M Low: |
0.840 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.59% |
| Volatility 6M: |
|
99.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
