UBS Call 76 BNP 21.03.2025
/ DE000UM5RCL5
UBS Call 76 BNP 21.03.2025/ DE000UM5RCL5 /
30/08/2024 21:53:48 |
Chg.+0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
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: |
0.073 |
High: |
0.093 |
Low: |
0.072 |
Previous Close: |
0.072 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.40% |
1 Month |
|
|
-49.37% |
3 Months |
|
|
-75.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.075 |
0.066 |
1M High / 1M Low: |
0.158 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
778.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |