UBS Call 64 BNP 20.09.2024
/ DE000UM57RV8
UBS Call 64 BNP 20.09.2024/ DE000UM57RV8 /
| 8/16/2024 6:04:31 PM |
Chg.+0.010 |
Bid6:04:31 PM |
Ask6:04:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+22.22% |
0.055
Bid Size: 7,500 |
0.075
Ask Size: 7,500 |
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: |
80.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.35 |
| Time value: |
0.08 |
| Break-even: |
64.75 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.03 |
| Spread %: |
66.67% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
21.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.079 |
| Low: |
0.054 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-71.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.030 |
| 1M High / 1M Low: |
0.300 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
15,869.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
