UBS Call 60 BNP 20.06.2025
/ CH1322931622
UBS Call 60 BNP 20.06.2025/ CH1322931622 /
| 10/4/2024 7:28:01 PM |
Chg.+0.050 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+9.43% |
0.570
Bid Size: 5,000 |
0.600
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2BKV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.52 |
| Break-even: |
66.10 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.11 |
| Rho: |
0.22 |
Quote data
| Open: |
0.540 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.55% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
-35.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.530 |
| 1M High / 1M Low: |
0.900 |
0.530 |
| 6M High / 6M Low: |
1.350 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.856 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.02% |
| Volatility 6M: |
|
121.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
