UBS Call 58 BNP 20.06.2025
/ CH1322931606
UBS Call 58 BNP 20.06.2025/ CH1322931606 /
2024-08-30 9:50:05 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+4.94% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
58.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2KEP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.46 |
Time value: |
0.42 |
Break-even: |
66.80 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
3.53% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
5.15 |
Rho: |
0.29 |
Quote data
Open: |
0.820 |
High: |
0.880 |
Low: |
0.820 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.97% |
1 Month |
|
|
-11.46% |
3 Months |
|
|
-40.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.780 |
1M High / 1M Low: |
0.960 |
0.580 |
6M High / 6M Low: |
1.500 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.748 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.942 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.70% |
Volatility 6M: |
|
116.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |