UBS Call 57 CSCO 20.06.2025
/ CH1319925421
UBS Call 57 CSCO 20.06.2025/ CH1319925421 /
| 30/07/2024 08:38:29 |
Chg.-0.006 |
Bid14:02:42 |
Ask14:02:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
-5.13% |
0.122
Bid Size: 20,000 |
0.159
Ask Size: 20,000 |
Cisco Systems Inc |
57.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UM2MMV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.83 |
| Time value: |
0.15 |
| Break-even: |
54.16 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
13.85% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
8.55 |
| Rho: |
0.10 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.117 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.59% |
| 1 Month |
|
|
+14.43% |
| 3 Months |
|
|
-26.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.076 |
| 1M High / 1M Low: |
0.138 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
706.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
