UBS Call 56 BNP 21.03.2025
/ DE000UM7WVP2
UBS Call 56 BNP 21.03.2025/ DE000UM7WVP2 /
| 11/8/2024 9:45:42 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
56.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM7WVP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.31 |
| Time value: |
0.31 |
| Break-even: |
62.10 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
6.54 |
| Rho: |
0.12 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-32.56% |
| 3 Months |
|
|
-22.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.580 |
| 1M High / 1M Low: |
1.190 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.961 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
