UBS Call 65 BNP 20.12.2024
/ CH1319924390
UBS Call 65 BNP 20.12.2024/ CH1319924390 /
2024-10-04 7:30:45 PM |
Chg.+0.019 |
Bid7:58:15 PM |
Ask7:58:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.131EUR |
+16.96% |
0.123 Bid Size: 5,000 |
0.153 Ask Size: 5,000 |
BNP PARIBAS INH. ... |
65.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2G4Q |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
38.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.41 |
Time value: |
0.16 |
Break-even: |
66.57 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.03 |
Spread %: |
23.62% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
13.09 |
Rho: |
0.04 |
Quote data
Open: |
0.118 |
High: |
0.143 |
Low: |
0.118 |
Previous Close: |
0.112 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-42.04% |
1 Month |
|
|
-33.84% |
3 Months |
|
|
-67.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.158 |
0.112 |
1M High / 1M Low: |
0.350 |
0.112 |
6M High / 6M Low: |
0.820 |
0.112 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.384 |
Avg. volume 6M: |
|
131.148 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.27% |
Volatility 6M: |
|
204.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |