UBS Call 47 CSCO 19.12.2025
/ CH1326143547
UBS Call 47 CSCO 19.12.2025/ CH1326143547 /
| 2024-07-30 9:50:03 AM |
Chg.0.000 |
Bid11:43:52 AM |
Ask11:43:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.580
Bid Size: 20,000 |
0.610
Ask Size: 20,000 |
Cisco Systems Inc |
47.00 USD |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.09 |
| Time value: |
0.52 |
| Break-even: |
49.54 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.78 |
| Rho: |
0.32 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+16.33% |
| 3 Months |
|
|
-6.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
