UBS Call 68 BNP 20.09.2024
/ CH1319907494
UBS Call 68 BNP 20.09.2024/ CH1319907494 /
| 7/12/2024 7:38:47 PM |
Chg.+0.008 |
Bid7:58:43 PM |
Ask7:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+13.33% |
0.063
Bid Size: 5,000 |
0.093
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
68.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2MG1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.56 |
| Time value: |
0.09 |
| Break-even: |
68.90 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
50.00% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
16.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.068 |
| High: |
0.077 |
| Low: |
0.066 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.46% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
-64.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.056 |
| 1M High / 1M Low: |
0.140 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
598.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
