UBS Call 50 CSCO 20.06.2025
/ CH1312551117
UBS Call 50 CSCO 20.06.2025/ CH1312551117 /
2024-07-05 7:29:19 PM |
Chg.+0.031 |
Bid9:56:52 PM |
Ask9:56:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+13.54% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
50.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UM0A82 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.31 |
Time value: |
0.31 |
Break-even: |
49.23 |
Moneyness: |
0.93 |
Premium: |
0.14 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.06 |
Spread %: |
26.02% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
6.67 |
Rho: |
0.17 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.250 |
Previous Close: |
0.229 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
+6.56% |
3 Months |
|
|
-42.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.229 |
1M High / 1M Low: |
0.330 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |