UBS Call 150 CGM 21.03.2025
/ DE000UP2CZ97
UBS Call 150 CGM 21.03.2025/ DE000UP2CZ97 /
| 1/10/2025 3:57:38 PM |
Chg.+0.050 |
Bid3:57:38 PM |
Ask3:57:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+3.52% |
1.470
Bid Size: 10,000 |
1.480
Ask Size: 10,000 |
CAPGEMINI SE INH. EO... |
150.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UP2CZ9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.76 |
| Break-even: |
164.50 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
7.05 |
| Rho: |
0.17 |
Quote data
| Open: |
1.480 |
| High: |
1.690 |
| Low: |
1.380 |
| Previous Close: |
1.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.21% |
| 1 Month |
|
|
+7.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+2.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.310 |
| 1M High / 1M Low: |
1.680 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.680 |
| Low (YTD): |
1/3/2025 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |