UBS Call 66 BNP 20.09.2024/  CH1319907478  /

UBS Investment Bank
2024-07-26  5:06:47 PM Chg.+0.061 Bid5:06:47 PM Ask5:06:47 PM Underlying Strike price Expiration date Option type
0.189EUR +47.66% 0.189
Bid Size: 10,000
0.199
Ask Size: 10,000
BNP PARIBAS INH. ... 66.00 EUR 2024-09-20 Call
 

Master data

WKN: UM17M4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.75
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.14
Time value: 0.22
Break-even: 68.17
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 16.04%
Delta: 0.46
Theta: -0.03
Omega: 13.58
Rho: 0.04
 

Quote data

Open: 0.187
High: 0.212
Low: 0.158
Previous Close: 0.128
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.04%
1 Month  
+54.92%
3 Months
  -51.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.128
1M High / 1M Low: 0.212 0.067
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   753.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -