UBS Call 66 BNP 20.12.2024
/ CH1319924408
UBS Call 66 BNP 20.12.2024/ CH1319924408 /
| 30/08/2024 19:36:13 |
Chg.+0.004 |
Bid19:59:34 |
Ask19:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
+2.14% |
0.185
Bid Size: 5,000 |
0.215
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
66.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2DMK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.34 |
| Time value: |
0.22 |
| Break-even: |
68.23 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
15.54% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
11.27 |
| Rho: |
0.07 |
Quote data
| Open: |
0.204 |
| High: |
0.207 |
| Low: |
0.190 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.90% |
| 1 Month |
|
|
-34.14% |
| 3 Months |
|
|
-70.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.165 |
| 1M High / 1M Low: |
0.290 |
0.124 |
| 6M High / 6M Low: |
0.750 |
0.078 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.17% |
| Volatility 6M: |
|
199.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
