UBS Call 60 CSCO 17.01.2025
/ CH1304636454
UBS Call 60 CSCO 17.01.2025/ CH1304636454 /
| 2024-10-18 9:54:57 PM |
Chg.+0.033 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+45.21% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9N76 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.30 |
| Time value: |
0.15 |
| Break-even: |
56.73 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
43.40% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
12.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.115 |
| Low: |
0.057 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+404.76% |
| 3 Months |
|
|
+381.82% |
| YTD |
|
|
-12.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.027 |
| 1M High / 1M Low: |
0.106 |
0.004 |
| 6M High / 6M Low: |
0.106 |
0.001 |
| High (YTD): |
2024-01-29 |
0.183 |
| Low (YTD): |
2024-09-18 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.019 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,269.43% |
| Volatility 6M: |
|
6,680.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
