UBS Call 59 BNP 21.03.2025
/ CH1322935029
UBS Call 59 BNP 21.03.2025/ CH1322935029 /
| 08/11/2024 12:59:56 |
Chg.-0.010 |
Bid13:08:25 |
Ask13:08:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.400
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
BNP PARIBAS INH. ... |
59.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM17JW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
0.42 |
| Break-even: |
63.20 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
7.90 |
| Rho: |
0.11 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.79% |
| 1 Month |
|
|
-38.10% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.400 |
| 1M High / 1M Low: |
0.950 |
0.400 |
| 6M High / 6M Low: |
1.400 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.753 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.31% |
| Volatility 6M: |
|
137.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
