UBS Call 63 BNP 20.12.2024
/ CH1319924374
UBS Call 63 BNP 20.12.2024/ CH1319924374 /
04/10/2024 19:32:35 |
Chg.+0.030 |
Bid19:59:34 |
Ask19:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.205EUR |
+17.14% |
0.195 Bid Size: 5,000 |
0.225 Ask Size: 5,000 |
BNP PARIBAS INH. ... |
63.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
UM2FT0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
-0.21 |
Time value: |
0.20 |
Break-even: |
64.98 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.03 |
Spread %: |
17.86% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
13.03 |
Rho: |
0.05 |
Quote data
Open: |
0.189 |
High: |
0.221 |
Low: |
0.189 |
Previous Close: |
0.175 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-37.88% |
1 Month |
|
|
-31.67% |
3 Months |
|
|
-59.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.247 |
0.175 |
1M High / 1M Low: |
0.470 |
0.175 |
6M High / 6M Low: |
0.990 |
0.175 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.43% |
Volatility 6M: |
|
183.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |