UBS Call 70 BNP 20.09.2024
/ DE000UM3TYF2
UBS Call 70 BNP 20.09.2024/ DE000UM3TYF2 /
| 2024-07-26 2:45:49 PM |
Chg.-0.018 |
Bid2:45:49 PM |
Ask2:45:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-29.03% |
0.044
Bid Size: 10,000 |
0.104
Ask Size: 10,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3TYF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
70.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.54 |
| Time value: |
0.09 |
| Break-even: |
70.92 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
48.39% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
17.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.080 |
| Low: |
0.041 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
-79.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.048 |
| 1M High / 1M Low: |
0.087 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,621.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
