UBS Call 56 CSCO 17.01.2025
/ CH1304630168
UBS Call 56 CSCO 17.01.2025/ CH1304630168 /
| 13/06/2024 15:38:43 |
Chg.-0.028 |
Bid15:38:43 |
Ask15:38:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-84.85% |
0.005
Bid Size: 50,000 |
0.065
Ask Size: 50,000 |
Cisco Systems Inc |
56.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9CY9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
98.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.96 |
| Time value: |
0.04 |
| Break-even: |
52.22 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
13.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.001 |
| High: |
0.006 |
| Low: |
0.001 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.19% |
| 1 Month |
|
|
-94.79% |
| 3 Months |
|
|
-97.04% |
| YTD |
|
|
-97.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.009 |
| 1M High / 1M Low: |
0.117 |
0.001 |
| 6M High / 6M Low: |
0.310 |
0.001 |
| High (YTD): |
29/01/2024 |
0.310 |
| Low (YTD): |
27/05/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
15,878.75% |
| Volatility 6M: |
|
6,536.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
