UBS Call 150 CGM 21.03.2025
/ DE000UP2CZ97
UBS Call 150 CGM 21.03.2025/ DE000UP2CZ97 /
| 1/24/2025 7:33:05 PM |
Chg.+0.240 |
Bid7:56:46 PM |
Ask7:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+12.97% |
2.050
Bid Size: 5,000 |
2.080
Ask Size: 5,000 |
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: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.75 |
| Time value: |
0.33 |
| Break-even: |
170.80 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
6.52 |
| Rho: |
0.17 |
Quote data
| Open: |
1.950 |
| High: |
2.150 |
| Low: |
1.950 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.45% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.640 |
| 1M High / 1M Low: |
2.090 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.090 |
| Low (YTD): |
1/14/2025 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |