UBS Call 61 BNP 21.03.2025
/ CH1322935045
UBS Call 61 BNP 21.03.2025/ CH1322935045 /
| 13/09/2024 09:27:39 |
Chg.+0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
61.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2BE0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.24 |
| Time value: |
0.44 |
| Break-even: |
67.80 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
6.04 |
| Rho: |
0.18 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
+34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.620 |
| 1M High / 1M Low: |
0.700 |
0.450 |
| 6M High / 6M Low: |
1.190 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.18% |
| Volatility 6M: |
|
128.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
