UBS Call 67 BNP 20.12.2024
/ CH1319924416
UBS Call 67 BNP 20.12.2024/ CH1319924416 /
| 6/28/2024 9:42:32 PM |
Chg.-0.055 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
-25.94% |
-
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: |
25.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.75 |
| Time value: |
0.24 |
| Break-even: |
69.37 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.08 |
| Spread %: |
50.96% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
8.51 |
| Rho: |
0.08 |
Quote data
| Open: |
0.207 |
| High: |
0.219 |
| Low: |
0.151 |
| Previous Close: |
0.212 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.04% |
| 1 Month |
|
|
-72.93% |
| 3 Months |
|
|
-57.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.157 |
| 1M High / 1M Low: |
0.600 |
0.157 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
