UBS Call 67 BNP 20.12.2024
/ CH1319924416
UBS Call 67 BNP 20.12.2024/ CH1319924416 /
2024-06-27 8:38:33 AM |
Chg.-0.026 |
Bid8:38:33 AM |
Ask8:38:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.195EUR |
-11.76% |
0.195 Bid Size: 5,000 |
0.225 Ask Size: 5,000 |
BNP PARIBAS INH. ... |
67.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.64 |
Time value: |
0.25 |
Break-even: |
69.50 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.03 |
Spread %: |
12.11% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
8.73 |
Rho: |
0.09 |
Quote data
Open: |
0.193 |
High: |
0.196 |
Low: |
0.192 |
Previous Close: |
0.221 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.80% |
1 Month |
|
|
-63.89% |
3 Months |
|
|
-37.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.233 |
0.187 |
1M High / 1M Low: |
0.600 |
0.159 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |