UBS Call 61 BNP 21.03.2025
/ CH1322935045
UBS Call 61 BNP 21.03.2025/ CH1322935045 /
| 24/01/2025 10:39:45 |
Chg.+0.060 |
Bid10:39:45 |
Ask10:39:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+15.00% |
0.460
Bid Size: 10,000 |
0.470
Ask Size: 10,000 |
BNP PARIBAS INH. ... |
61.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.24 |
| Time value: |
0.19 |
| Break-even: |
65.30 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
9.84 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.480 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.39% |
| 1 Month |
|
|
+204.64% |
| 3 Months |
|
|
-34.29% |
| YTD |
|
|
+139.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.162 |
| 6M High / 6M Low: |
0.800 |
0.109 |
| High (YTD): |
23/01/2025 |
0.400 |
| Low (YTD): |
03/01/2025 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.72% |
| Volatility 6M: |
|
204.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |