UBS Call 67 BNP 20.12.2024
/ CH1319924416
UBS Call 67 BNP 20.12.2024/ CH1319924416 /
| 08/11/2024 13:45:55 |
Chg.+0.002 |
Bid08/11/2024 |
Ask08/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
+15.38% |
0.015
Bid Size: 20,000 |
0.030
Ask Size: 20,000 |
BNP PARIBAS INH. ... |
67.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
164.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.80 |
| Time value: |
0.04 |
| Break-even: |
67.36 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.03 |
| Spread %: |
500.00% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
20.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.010 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.35% |
| 1 Month |
|
|
-84.69% |
| 3 Months |
|
|
-87.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.013 |
| 1M High / 1M Low: |
0.250 |
0.013 |
| 6M High / 6M Low: |
0.680 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.23% |
| Volatility 6M: |
|
275.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
