UBS Call 47 CSCO 19.12.2025/  CH1326143547  /

EUWAX
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:   -