UBS Call 74 BNP 20.12.2024/  DE000UM5C4A2  /

Frankfurt Zert./UBS
2024-07-26  7:39:26 PM Chg.+0.025 Bid7:58:58 PM Ask7:58:58 PM Underlying Strike price Expiration date Option type
0.116EUR +27.47% 0.112
Bid Size: 5,000
0.142
Ask Size: 5,000
BNP PARIBAS INH. ... 74.00 EUR 2024-12-20 Call
 

Master data

WKN: UM5C4A
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 74.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.76
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.95
Time value: 0.14
Break-even: 75.44
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 26.32%
Delta: 0.25
Theta: -0.01
Omega: 11.15
Rho: 0.06
 

Quote data

Open: 0.123
High: 0.128
Low: 0.095
Previous Close: 0.091
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.89%
1 Month  
+41.46%
3 Months
  -34.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.116 0.091
1M High / 1M Low: 0.125 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   380.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -