UBS Call 67 BNP 20.09.2024
/ CH1319907486
UBS Call 67 BNP 20.09.2024/ CH1319907486 /
16/08/2024 10:21:11 |
Chg.+0.007 |
Bid18:30:49 |
Ask18:30:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
+77.78% |
0.013 Bid Size: 7,500 |
0.033 Ask Size: 7,500 |
BNP PARIBAS INH. ... |
67.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
201.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.65 |
Time value: |
0.03 |
Break-even: |
67.30 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
2.05 |
Spread abs.: |
0.02 |
Spread %: |
200.00% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
25.14 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.009 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-80.72% |
3 Months |
|
|
-96.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.012 |
0.009 |
1M High / 1M Low: |
0.161 |
0.009 |
6M High / 6M Low: |
0.550 |
0.009 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.095 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
426.47% |
Volatility 6M: |
|
308.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |