UBS Call 73 BNP 20.12.2024/  DE000UM30965  /

EUWAX
2024-07-26  10:21:35 AM Chg.+0.050 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.148EUR +51.02% -
Bid Size: -
-
Ask Size: -
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: 39.30
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.85
Time value: 0.16
Break-even: 74.64
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 22.39%
Delta: 0.28
Theta: -0.01
Omega: 10.83
Rho: 0.06
 

Quote data

Open: 0.148
High: 0.148
Low: 0.148
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.55%
1 Month  
+54.17%
3 Months
  -36.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.148 0.096
1M High / 1M Low: 0.148 0.085
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -