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UBS Call 200 CGM 21.06.2024/  CH1285190133  /

Frankfurt Zert./UBS
2024-06-03  4:34:40 PM Chg.-0.005 Bid5:14:01 PM Ask5:14:01 PM Underlying Strike price Expiration date Option type
0.052EUR -8.77% 0.046
Bid Size: 10,000		 0.093
Ask Size: 10,000		 CAPGEMINI SE INH. EO... 200.00 EUR 2024-06-21 Call
 

Master data

WKN: UL8VW5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 191.34
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.44
Time value: 0.10
Break-even: 200.97
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 4.02
Spread abs.: 0.04
Spread %: 83.02%
Delta: 0.15
Theta: -0.09
Omega: 28.99
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.053
Low: 0.035
Previous Close: 0.057
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -96.36%
1 Month
  -92.88%
3 Months
  -98.24%
YTD
  -94.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 0.057
1M High / 1M Low: 1.430 0.057
6M High / 6M Low: 3.040 0.057
High (YTD): 2024-02-23 3.040
Low (YTD): 2024-05-31 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   0.000
Avg. price 6M:   1.490
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.48%
Volatility 6M:   251.80%
Volatility 1Y:   -
Volatility 3Y:   -