UBS Call 50 CSCO 20.06.2025
/ CH1312551117
UBS Call 50 CSCO 20.06.2025/ CH1312551117 /
| 11/12/2024 8:39:00 AM |
Chg.+0.040 |
Bid6:06:21 PM |
Ask6:06:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
0.980
Bid Size: 25,000 |
1.030
Ask Size: 25,000 |
Cisco Systems Inc |
50.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.20 |
| Break-even: |
56.99 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
4.12% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.52 |
| Rho: |
0.21 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
+288.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.730 |
| 1M High / 1M Low: |
0.880 |
0.630 |
| 6M High / 6M Low: |
0.880 |
0.169 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.91% |
| Volatility 6M: |
|
215.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
