UBS Call 61 BNP 21.03.2025
/ CH1322935045
UBS Call 61 BNP 21.03.2025/ CH1322935045 /
| 1/23/2025 9:28:01 AM |
Chg.- |
Bid8:03:01 AM |
Ask8:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.410
Bid Size: 5,000 |
0.440
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
61.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.21 |
| Break-even: |
64.40 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
11.32 |
| Rho: |
0.05 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+151.70% |
| 3 Months |
|
|
-47.89% |
| YTD |
|
|
+101.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.400 |
0.171 |
| 6M High / 6M Low: |
0.830 |
0.125 |
| High (YTD): |
1/21/2025 |
0.400 |
| Low (YTD): |
1/3/2025 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.35% |
| Volatility 6M: |
|
199.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |