UBS Call 55 CSCO 17.01.2025
/ CH1304630150
UBS Call 55 CSCO 17.01.2025/ CH1304630150 /
2024-05-31 9:56:45 PM |
Chg.+0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
+8.82% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
55.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UL9CXX |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 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: |
44.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.78 |
Time value: |
0.10 |
Break-even: |
51.67 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.06 |
Spread %: |
162.16% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
10.42 |
Rho: |
0.06 |
Quote data
Open: |
0.001 |
High: |
0.038 |
Low: |
0.001 |
Previous Close: |
0.034 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-59.78% |
3 Months |
|
|
-77.30% |
YTD |
|
|
-84.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.001 |
1M High / 1M Low: |
0.143 |
0.001 |
6M High / 6M Low: |
0.350 |
0.001 |
High (YTD): |
2024-01-29 |
0.350 |
Low (YTD): |
2024-05-27 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.193 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
20,393.47% |
Volatility 6M: |
|
8,187.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |