UBS Call 64 BNP 20.09.2024
/ DE000UM57RV8
UBS Call 64 BNP 20.09.2024/ DE000UM57RV8 /
| 13/09/2024 19:29:33 |
Chg.-0.031 |
Bid19:59:11 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-38.75% |
0.042
Bid Size: 5,000 |
-
Ask Size: - |
BNP PARIBAS INH. ... |
64.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM57RV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
147.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
-0.06 |
| Time value: |
0.04 |
| Break-even: |
64.43 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.74 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
54.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.044 |
| High: |
0.049 |
| Low: |
0.044 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.97% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-60.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.038 |
| 1M High / 1M Low: |
0.091 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
710.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
