UBS Call 74 BNP 20.12.2024
/ DE000UM5C4A2
UBS Call 74 BNP 20.12.2024/ DE000UM5C4A2 /
| 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: |
|
- |
