UBS Call 56 BNP 20.06.2025
/ CH1322931580
UBS Call 56 BNP 20.06.2025/ CH1322931580 /
| 08/11/2024 13:48:06 |
Chg.0.000 |
Bid14:17:36 |
Ask14:17:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
0.00% |
0.660
Bid Size: 20,000 |
0.670
Ask Size: 20,000 |
BNP PARIBAS INH. ... |
56.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2R9C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.31 |
| Time value: |
0.38 |
| Break-even: |
62.80 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.20 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-27.47% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.660 |
| 1M High / 1M Low: |
1.250 |
0.660 |
| 6M High / 6M Low: |
1.690 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.99% |
| Volatility 6M: |
|
110.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
