UBS Call 67 BNP 20.09.2024
/ CH1319907486
UBS Call 67 BNP 20.09.2024/ CH1319907486 /
| 2024-07-26 7:37:57 PM |
Chg.-0.015 |
Bid7:59:30 PM |
Ask7:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
-9.49% |
0.137
Bid Size: 5,000 |
0.167
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
67.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2R46 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.24 |
| Time value: |
0.18 |
| Break-even: |
68.76 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
20.55% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
14.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.149 |
| High: |
0.163 |
| Low: |
0.123 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+43.00% |
| 3 Months |
|
|
-59.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.117 |
| 1M High / 1M Low: |
0.173 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
