UBS Call 52 CSCO 21.03.2025
/ CH1326171613
UBS Call 52 CSCO 21.03.2025/ CH1326171613 /
| 1/23/2025 8:58:41 AM |
Chg.+0.060 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+7.59% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
52.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM178C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
0.93 |
| Time value: |
0.11 |
| Break-even: |
60.36 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
10.64% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.84 |
| Rho: |
0.06 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.86% |
| 1 Month |
|
|
+44.07% |
| 3 Months |
|
|
+57.41% |
| YTD |
|
|
+26.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.710 |
| 1M High / 1M Low: |
0.790 |
0.590 |
| 6M High / 6M Low: |
0.790 |
0.106 |
| High (YTD): |
1/22/2025 |
0.790 |
| Low (YTD): |
1/13/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.37% |
| Volatility 6M: |
|
160.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |