UBS Call 64 BNP 20.09.2024
/ DE000UM57RV8
UBS Call 64 BNP 20.09.2024/ DE000UM57RV8 /
| 8/9/2024 7:27:14 PM |
Chg.-0.005 |
Bid7:54:46 PM |
Ask7:54:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-8.33% |
0.049
Bid Size: 5,000 |
0.079
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
64.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.46 |
| Time value: |
0.08 |
| Break-even: |
64.79 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
61.22% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
18.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.075 |
| Low: |
0.051 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.86% |
| 1 Month |
|
|
-64.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.055 |
| 1M High / 1M Low: |
0.300 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
