UBS Call 70 BNP 21.03.2025/  DE000UM3PM93  /

UBS Investment Bank
8/30/2024  9:54:18 PM Chg.+0.015 Bid- Ask- Underlying Strike price Expiration date Option type
0.197EUR +8.24% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 EUR 3/21/2025 Call
 

Master data

WKN: UM3PM9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 4/2/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.57
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.74
Time value: 0.23
Break-even: 72.27
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 15.23%
Delta: 0.34
Theta: -0.01
Omega: 9.26
Rho: 0.10
 

Quote data

Open: 0.184
High: 0.213
Low: 0.182
Previous Close: 0.182
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.20%
1 Month
  -12.44%
3 Months
  -66.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.197 0.168
1M High / 1M Low: 0.225 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.183
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -