UBS Call 63 BNP 20.12.2024
/ CH1319924374
UBS Call 63 BNP 20.12.2024/ CH1319924374 /
| 09/08/2024 18:32:58 |
Chg.+0.016 |
Bid18:32:58 |
Ask18:32:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.235EUR |
+7.31% |
0.235
Bid Size: 7,500 |
0.250
Ask Size: 7,500 |
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: |
22.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.36 |
| Time value: |
0.26 |
| Break-even: |
65.60 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
12.55% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
9.54 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.232 |
| Previous Close: |
0.219 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.97% |
| 1 Month |
|
|
-32.86% |
| 3 Months |
|
|
-70.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.153 |
| 1M High / 1M Low: |
0.530 |
0.153 |
| 6M High / 6M Low: |
0.980 |
0.089 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.93% |
| Volatility 6M: |
|
216.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
