UBS Call 68 BNP 20.12.2024
/ CH1319924424
UBS Call 68 BNP 20.12.2024/ CH1319924424 /
| 2024-07-26 10:18:56 AM |
Chg.+0.073 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+32.16% |
0.280
Bid Size: 7,500 |
0.300
Ask Size: 7,500 |
BNP PARIBAS INH. ... |
68.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2FT2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
-0.34 |
| Time value: |
0.23 |
| Break-even: |
70.26 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
4.63% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
11.69 |
| Rho: |
0.10 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.227 |
| Turnover: |
3,000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.16% |
| 1 Month |
|
|
+52.28% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.213 |
| 1M High / 1M Low: |
0.290 |
0.182 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
