UBS Call 66 BNP 20.09.2024
/ CH1319907478
UBS Call 66 BNP 20.09.2024/ CH1319907478 /
| 06/08/2024 19:00:40 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
66.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
113.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.68 |
| Time value: |
0.05 |
| Break-even: |
66.52 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.03 |
| Spread %: |
136.36% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
19.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.027 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.24% |
| 1 Month |
|
|
-77.31% |
| 3 Months |
|
|
-94.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.027 |
| 1M High / 1M Low: |
0.202 |
0.027 |
| 6M High / 6M Low: |
0.640 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.39% |
| Volatility 6M: |
|
292.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
