UBS Call 61 CSCO 17.01.2025
/ CH1304636462
UBS Call 61 CSCO 17.01.2025/ CH1304636462 /
| 2024-06-19 6:16:39 PM |
Chg.-0.007 |
Bid8:03:04 AM |
Ask8:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-87.50% |
0.001
Bid Size: 25,000 |
0.055
Ask Size: 25,000 |
Cisco Systems Inc |
61.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9BUU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 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: |
142.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-1.40 |
| Time value: |
0.03 |
| Break-even: |
57.10 |
| Moneyness: |
0.75 |
| Premium: |
0.33 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
200.00% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
12.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-98.04% |
| YTD |
|
|
-99.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.001 |
| 1M High / 1M Low: |
0.017 |
0.001 |
| 6M High / 6M Low: |
0.160 |
0.001 |
| High (YTD): |
2024-01-25 |
0.160 |
| Low (YTD): |
2024-06-19 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,794.33% |
| Volatility 6M: |
|
2,615.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
