UBS Call 53 BNP 21.03.2025
/ DE000UM65847
UBS Call 53 BNP 21.03.2025/ DE000UM65847 /
| 1/23/2025 7:32:43 PM |
Chg.+0.120 |
Bid7:45:34 PM |
Ask7:45:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+12.37% |
1.080
Bid Size: 5,000 |
1.110
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
53.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6584 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.93 |
| Time value: |
0.06 |
| Break-even: |
62.90 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.72 |
| Rho: |
0.07 |
Quote data
| Open: |
1.030 |
| High: |
1.090 |
| Low: |
1.030 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.10% |
| 1 Month |
|
|
+75.81% |
| 3 Months |
|
|
-18.66% |
| YTD |
|
|
+51.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.970 |
| 1M High / 1M Low: |
1.070 |
0.620 |
| 6M High / 6M Low: |
1.460 |
0.490 |
| High (YTD): |
1/21/2025 |
1.070 |
| Low (YTD): |
1/3/2025 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.014 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.00% |
| Volatility 6M: |
|
108.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |