UBS Call 62 BNP 20.12.2024
/ CH1319924366
UBS Call 62 BNP 20.12.2024/ CH1319924366 /
| 11/8/2024 1:50:48 PM |
Chg.+0.011 |
Bid1:50:48 PM |
Ask1:50:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+12.50% |
0.099
Bid Size: 20,000 |
0.109
Ask Size: 20,000 |
BNP PARIBAS INH. ... |
62.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.30 |
| Time value: |
0.12 |
| Break-even: |
63.18 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
34.09% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
16.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.082 |
| High: |
0.105 |
| Low: |
0.073 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.00% |
| 1 Month |
|
|
-65.86% |
| 3 Months |
|
|
-61.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.088 |
| 1M High / 1M Low: |
0.540 |
0.088 |
| 6M High / 6M Low: |
1.080 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.07% |
| Volatility 6M: |
|
230.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
