UBS Call 64 BNP 20.12.2024/  CH1319924382  /

Frankfurt Zert./UBS
2024-07-26  3:45:13 PM Chg.+0.080 Bid4:13:12 PM Ask4:13:12 PM Underlying Strike price Expiration date Option type
0.470EUR +20.51% 0.480
Bid Size: 10,000
0.490
Ask Size: 10,000
BNP PARIBAS INH. ... 64.00 EUR 2024-12-20 Call
 

Master data

WKN: UM2BGE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.55
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.06
Implied volatility: 0.19
Historic volatility: 0.23
Parity: 0.06
Time value: 0.33
Break-even: 67.90
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.60
Theta: -0.01
Omega: 9.92
Rho: 0.14
 

Quote data

Open: 0.490
High: 0.500
Low: 0.470
Previous Close: 0.390
Turnover: 11,270
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+42.42%
3 Months
  -11.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.390
1M High / 1M Low: 0.480 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   4,600
Avg. price 1M:   0.384
Avg. volume 1M:   1,150
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -