UBS Call 66 BNP 20.09.2024
/ CH1319907478
UBS Call 66 BNP 20.09.2024/ CH1319907478 /
2024-08-30 9:53:03 PM |
Chg.+0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
+75.00% |
- Bid Size: - |
- Ask Size: - |
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: |
163.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-0.39 |
Time value: |
0.04 |
Break-even: |
66.38 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
2.18 |
Spread abs.: |
0.03 |
Spread %: |
375.00% |
Delta: |
0.18 |
Theta: |
-0.03 |
Omega: |
30.01 |
Rho: |
0.01 |
Quote data
Open: |
0.010 |
High: |
0.028 |
Low: |
0.009 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-87.83% |
3 Months |
|
|
-97.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.007 |
1M High / 1M Low: |
0.115 |
0.001 |
6M High / 6M Low: |
0.680 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.211 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
7,136.18% |
Volatility 6M: |
|
2,952.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |