UBS Call 53 CSCO 21.03.2025
/ CH1326171621
UBS Call 53 CSCO 21.03.2025/ CH1326171621 /
| 1/23/2025 9:56:25 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+7.06% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
53.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM2JJS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 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: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
0.83 |
| Time value: |
0.11 |
| Break-even: |
60.32 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
10.59% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.31 |
| Rho: |
0.06 |
Quote data
| Open: |
0.760 |
| High: |
0.910 |
| Low: |
0.750 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.17% |
| 1 Month |
|
|
+46.77% |
| 3 Months |
|
|
+78.43% |
| YTD |
|
|
+54.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.710 |
| 1M High / 1M Low: |
0.850 |
0.560 |
| 6M High / 6M Low: |
0.850 |
0.089 |
| High (YTD): |
1/22/2025 |
0.850 |
| Low (YTD): |
1/9/2025 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.32% |
| Volatility 6M: |
|
231.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |