UBS Call 66 BNP 20.12.2024
/ CH1319924408
UBS Call 66 BNP 20.12.2024/ CH1319924408 /
| 2024-07-26 4:38:31 PM |
Chg.+0.070 |
Bid5:02:56 PM |
Ask5:02:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+22.58% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
66.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.30 |
| Break-even: |
69.00 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
10.78 |
| Rho: |
0.12 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-11.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.300 |
| 1M High / 1M Low: |
0.380 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
