UBS Call 59 CSCO 21.03.2025/  DE000UP1WC42  /

UBS Investment Bank
1/23/2025  9:54:15 PM Chg.+0.050 Bid- Ask- Underlying Strike price Expiration date Option type
0.410EUR +13.89% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 59.00 USD 3/21/2025 Call
 

Master data

WKN: UP1WC4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 59.00 USD
Maturity: 3/21/2025
Issue date: 9/27/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.87
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.25
Implied volatility: 0.33
Historic volatility: 0.17
Parity: 0.25
Time value: 0.21
Break-even: 61.29
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 27.78%
Delta: 0.67
Theta: -0.03
Omega: 8.59
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.420
Low: 0.260
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.69%
1 Month  
+86.36%
3 Months  
+84.68%
YTD  
+122.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.360 0.138
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.360
Low (YTD): 1/9/2025 0.138
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -