UBS Call 76 BNP 21.03.2025
/ DE000UM5RCL5
UBS Call 76 BNP 21.03.2025/ DE000UM5RCL5 /
30/08/2024 19:31:07 |
Chg.+0.002 |
Bid19:45:47 |
Ask19:45:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
+2.50% |
0.077 Bid Size: 5,000 |
0.107 Ask Size: 5,000 |
BNP PARIBAS INH. ... |
76.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM5RCL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
16/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
60.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
-1.39 |
Time value: |
0.10 |
Break-even: |
77.02 |
Moneyness: |
0.82 |
Premium: |
0.24 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.03 |
Spread %: |
41.67% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
11.02 |
Rho: |
0.06 |
Quote data
Open: |
0.090 |
High: |
0.091 |
Low: |
0.082 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.14% |
1 Month |
|
|
-49.07% |
3 Months |
|
|
-75.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.081 |
0.070 |
1M High / 1M Low: |
0.161 |
0.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |