UBS Call 68 BNP 20.09.2024
/ CH1319907494
UBS Call 68 BNP 20.09.2024/ CH1319907494 /
| 7/12/2024 10:11:39 AM |
Chg.+0.003 |
Bid2:52:14 PM |
Ask2:52:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+4.17% |
0.074
Bid Size: 10,000 |
0.084
Ask Size: 10,000 |
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: |
72.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.60 |
| Time value: |
0.09 |
| Break-even: |
68.86 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
53.57% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
16.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.44% |
| 1 Month |
|
|
-44.03% |
| 3 Months |
|
|
-64.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.061 |
| 1M High / 1M Low: |
0.136 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
