UBS Call 63 BNP 20.12.2024
/ CH1319924374
UBS Call 63 BNP 20.12.2024/ CH1319924374 /
8/16/2024 5:14:27 PM |
Chg.+0.030 |
Bid5:14:27 PM |
Ask5:14:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
0.290 Bid Size: 20,000 |
0.300 Ask Size: 20,000 |
BNP PARIBAS INH. ... |
63.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-0.25 |
Time value: |
0.29 |
Break-even: |
65.90 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
9.49 |
Rho: |
0.09 |
Quote data
Open: |
0.290 |
High: |
0.300 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.36% |
1 Month |
|
|
-30.95% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.212 |
1M High / 1M Low: |
0.530 |
0.153 |
6M High / 6M Low: |
0.980 |
0.092 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.229 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.471 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.35% |
Volatility 6M: |
|
217.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |