UBS Call 66 BNP 20.12.2024
/ CH1319924408
UBS Call 66 BNP 20.12.2024/ CH1319924408 /
8/30/2024 7:36:13 PM |
Chg.+0.004 |
Bid7:59:34 PM |
Ask7:59:34 PM |
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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
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: |
|
- |