UBS Call 70 BNP 20.12.2024
/ DE000UM3YG33
UBS Call 70 BNP 20.12.2024/ DE000UM3YG33 /
| 10/4/2024 7:37:39 PM |
Chg.+0.003 |
Bid7:58:15 PM |
Ask7:58:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+10.00% |
0.027
Bid Size: 5,000 |
0.057
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM3YG3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
103.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.91 |
| Time value: |
0.06 |
| Break-even: |
70.59 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.03 |
| Spread %: |
103.45% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
16.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.035 |
| High: |
0.042 |
| Low: |
0.032 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.58% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-83.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.030 |
| 1M High / 1M Low: |
0.139 |
0.030 |
| 6M High / 6M Low: |
0.510 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.201 |
| Avg. volume 6M: |
|
32.520 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.05% |
| Volatility 6M: |
|
271.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
