UBS Call 47 CSCO 19.12.2025
/ CH1326143547
UBS Call 47 CSCO 19.12.2025/ CH1326143547 /
09/10/2024 20:33:58 |
Chg.+0.030 |
Bid21:54:47 |
Ask21:54:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+3.61% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
47.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
UM13BP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
19/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
0.52 |
Time value: |
0.34 |
Break-even: |
51.42 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.38% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
4.33 |
Rho: |
0.34 |
Quote data
Open: |
0.820 |
High: |
0.870 |
Low: |
0.810 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.69% |
1 Month |
|
|
+48.28% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.770 |
1M High / 1M Low: |
0.840 |
0.550 |
6M High / 6M Low: |
0.840 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.725 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.587 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.57% |
Volatility 6M: |
|
112.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |