UBS Call 58 BNP 20.06.2025
/ CH1322931606
UBS Call 58 BNP 20.06.2025/ CH1322931606 /
| 2024-11-08 9:39:41 AM |
Chg.-0.080 |
Bid2:34:12 PM |
Ask2:34:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-13.11% |
0.520
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
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: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.45 |
| Break-even: |
63.50 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.60 |
| Rho: |
0.19 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.05% |
| 1 Month |
|
|
-28.38% |
| 3 Months |
|
|
-24.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.610 |
| 1M High / 1M Low: |
1.100 |
0.610 |
| 6M High / 6M Low: |
1.480 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.962 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.68% |
| Volatility 6M: |
|
119.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
