UBS Call 66 BNP 20.09.2024
/ CH1319907478
UBS Call 66 BNP 20.09.2024/ CH1319907478 /
| 2024-06-27 8:38:33 AM |
Chg.-0.020 |
Bid8:38:33 AM |
Ask8:38:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.102EUR |
-16.39% |
0.102
Bid Size: 5,000 |
0.132
Ask Size: 5,000 |
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: |
39.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.58 |
| Time value: |
0.15 |
| Break-even: |
67.52 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
24.59% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
12.00 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.103 |
| Low: |
0.099 |
| Previous Close: |
0.122 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.30% |
| 1 Month |
|
|
-75.71% |
| 3 Months |
|
|
-58.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.137 |
0.100 |
| 1M High / 1M Low: |
0.480 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
