UBS Call 58 BNP 21.03.2025
/ CH1322935011
UBS Call 58 BNP 21.03.2025/ CH1322935011 /
| 23/01/2025 19:25:15 |
Chg.+0.110 |
Bid19:45:34 |
Ask19:45:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+20.75% |
0.630
Bid Size: 5,000 |
0.660
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
58.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2DJT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.12 |
| Break-even: |
63.50 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
8.77 |
| Rho: |
0.07 |
Quote data
| Open: |
0.570 |
| High: |
0.640 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.36% |
| 1 Month |
|
|
+128.57% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
+77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.530 |
| 1M High / 1M Low: |
0.630 |
0.280 |
| 6M High / 6M Low: |
1.030 |
0.212 |
| High (YTD): |
21/01/2025 |
0.630 |
| Low (YTD): |
03/01/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.03% |
| Volatility 6M: |
|
154.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |