UBS Call 61 BNP 20.06.2025
/ CH1322931630
UBS Call 61 BNP 20.06.2025/ CH1322931630 /
2024-08-30 9:22:46 AM |
Chg.+0.030 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+4.69% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
61.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2KF1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
61.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
0.53 |
Break-even: |
67.90 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
4.55% |
Delta: |
0.64 |
Theta: |
-0.01 |
Omega: |
5.83 |
Rho: |
0.27 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.06% |
1 Month |
|
|
-18.29% |
3 Months |
|
|
-44.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.610 |
1M High / 1M Low: |
0.820 |
0.480 |
6M High / 6M Low: |
1.250 |
0.280 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.636 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.599 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.776 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.04% |
Volatility 6M: |
|
116.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |