UBS Call 57 BNP 20.06.2025
/ CH1322931598
UBS Call 57 BNP 20.06.2025/ CH1322931598 /
2024-08-30 7:25:19 PM |
Chg.+0.010 |
Bid7:45:47 PM |
Ask7:45:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+1.11% |
0.910 Bid Size: 5,000 |
0.940 Ask Size: 5,000 |
BNP PARIBAS INH. ... |
57.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2ML7 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.56 |
Time value: |
0.39 |
Break-even: |
66.50 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
3.26% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
4.93 |
Rho: |
0.30 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.910 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-38.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.860 |
1M High / 1M Low: |
1.040 |
0.730 |
6M High / 6M Low: |
1.600 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.59% |
Volatility 6M: |
|
109.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |