UBS Call 67 BNP 20.09.2024
/ CH1319907486
UBS Call 67 BNP 20.09.2024/ CH1319907486 /
| 8/9/2024 12:49:53 PM |
Chg.+0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
67.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
197.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.78 |
| Time value: |
0.03 |
| Break-even: |
67.30 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
2.11 |
| Spread abs.: |
0.01 |
| Spread %: |
66.67% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
22.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.028 |
| Low: |
0.013 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-76.32% |
| 3 Months |
|
|
-96.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.001 |
| 1M High / 1M Low: |
0.160 |
0.001 |
| 6M High / 6M Low: |
0.580 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,185.08% |
| Volatility 6M: |
|
1,737.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
