UBS Call 67 BNP 20.12.2024
/ CH1319924416
UBS Call 67 BNP 20.12.2024/ CH1319924416 /
16/08/2024 10:21:25 |
Chg.+0.037 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.139EUR |
+36.27% |
- Bid Size: - |
- Ask Size: - |
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: |
39.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.65 |
Time value: |
0.15 |
Break-even: |
68.52 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.03 |
Spread %: |
24.59% |
Delta: |
0.29 |
Theta: |
-0.01 |
Omega: |
11.69 |
Rho: |
0.06 |
Quote data
Open: |
0.139 |
High: |
0.139 |
Low: |
0.139 |
Previous Close: |
0.102 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.93% |
1 Month |
|
|
-43.72% |
3 Months |
|
|
-77.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.139 |
0.102 |
1M High / 1M Low: |
0.340 |
0.102 |
6M High / 6M Low: |
0.650 |
0.057 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.217 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.26% |
Volatility 6M: |
|
207.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |