UBS Call 58 BNP 21.03.2025
/ CH1322935011
UBS Call 58 BNP 21.03.2025/ CH1322935011 /
| 2024-11-12 8:06:23 PM |
Chg.-0.070 |
Bid8:06:23 PM |
Ask8:06:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-13.46% |
0.450
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
58.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2DJT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.26 |
| Break-even: |
63.50 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
7.62 |
| Rho: |
0.13 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-36.62% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.450 |
| 1M High / 1M Low: |
1.020 |
0.450 |
| 6M High / 6M Low: |
1.480 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.30% |
| Volatility 6M: |
|
145.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
