UBS Call 62 BNP 20.12.2024
/ CH1319924366
UBS Call 62 BNP 20.12.2024/ CH1319924366 /
| 2024-07-26 4:37:07 PM |
Chg.+0.080 |
Bid5:05:07 PM |
Ask5:05:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+15.38% |
0.600
Bid Size: 10,000 |
0.610
Ask Size: 10,000 |
BNP PARIBAS INH. ... |
62.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2BGC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
0.26 |
| Time value: |
0.24 |
| Break-even: |
67.00 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
9.04 |
| Rho: |
0.16 |
Quote data
| Open: |
0.590 |
| High: |
0.620 |
| Low: |
0.580 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.590 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
