UBS Call 67 BNP 20.12.2024
/ CH1319924416
UBS Call 67 BNP 20.12.2024/ CH1319924416 /
10/18/2024 10:28:16 AM |
Chg.-0.009 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.225EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
67.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM2G52 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-0.07 |
Time value: |
0.27 |
Break-even: |
69.70 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
10.66% |
Delta: |
0.50 |
Theta: |
-0.03 |
Omega: |
12.30 |
Rho: |
0.05 |
Quote data
Open: |
0.225 |
High: |
0.225 |
Low: |
0.225 |
Previous Close: |
0.234 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+104.55% |
1 Month |
|
|
-9.27% |
3 Months |
|
|
-13.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.234 |
0.116 |
1M High / 1M Low: |
0.248 |
0.071 |
6M High / 6M Low: |
0.650 |
0.071 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.173 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.83% |
Volatility 6M: |
|
222.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |