UBS Call 73 BNP 20.12.2024/  DE000UM30965  /

Frankfurt Zert./UBS
2024-07-26  7:34:13 PM Chg.+0.030 Bid7:56:43 PM Ask7:56:43 PM Underlying Strike price Expiration date Option type
0.138EUR +27.78% 0.131
Bid Size: 5,000
0.161
Ask Size: 5,000
BNP PARIBAS INH. ... 73.00 - 2024-12-20 Call
 

Master data

WKN: UM3096
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 73.00 -
Maturity: 2024-12-20
Issue date: 2024-04-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.78
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -0.84
Time value: 0.11
Break-even: 74.08
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 10.20%
Delta: 0.23
Theta: -0.01
Omega: 13.70
Rho: 0.06
 

Quote data

Open: 0.140
High: 0.149
Low: 0.137
Previous Close: 0.108
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.19%
1 Month  
+45.26%
3 Months
  -30.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.106
1M High / 1M Low: 0.145 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   375.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -