UBS Call 225 CGM 20.06.2025
/ CH1322943205
UBS Call 225 CGM 20.06.2025/ CH1322943205 /
2024-10-18 6:17:11 PM |
Chg.+0.020 |
Bid2024-10-18 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+5.41% |
0.390 Bid Size: 7,500 |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
225.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2DRB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
45.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-4.22 |
Time value: |
0.40 |
Break-even: |
229.00 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
9.54 |
Rho: |
0.23 |
Quote data
Open: |
0.390 |
High: |
0.400 |
Low: |
0.390 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.41% |
1 Month |
|
|
-53.57% |
3 Months |
|
|
-53.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.222 |
1M High / 1M Low: |
0.860 |
0.222 |
6M High / 6M Low: |
1.820 |
0.222 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.522 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.018 |
Avg. volume 6M: |
|
123.457 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
348.09% |
Volatility 6M: |
|
185.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |