UBS Call 61 BNP 21.03.2025
/ CH1322935045
UBS Call 61 BNP 21.03.2025/ CH1322935045 /
8/30/2024 9:22:54 AM |
Chg.+0.030 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+5.17% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
61.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
0.47 |
Break-even: |
67.30 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
6.25 |
Rho: |
0.18 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.93% |
1 Month |
|
|
-7.58% |
3 Months |
|
|
-46.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.550 |
1M High / 1M Low: |
0.660 |
0.430 |
6M High / 6M Low: |
1.190 |
0.245 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.722 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.53% |
Volatility 6M: |
|
130.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |