UBS Call 205 CGM 21.03.2025
/ CH1322943098
UBS Call 205 CGM 21.03.2025/ CH1322943098 /
| 10/18/2024 5:36:28 PM |
Chg.+0.050 |
Bid5:36:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+8.77% |
0.620
Bid Size: 7,500 |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
205.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2R9H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-2.22 |
| Time value: |
0.63 |
| Break-even: |
211.30 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
10.53% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
9.31 |
| Rho: |
0.22 |
Quote data
| Open: |
0.570 |
| High: |
0.650 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-50.40% |
| 3 Months |
|
|
-50.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.420 |
| 1M High / 1M Low: |
1.330 |
0.420 |
| 6M High / 6M Low: |
2.540 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.51% |
| Volatility 6M: |
|
156.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
