UBS Call 74 BNP 20.12.2024/  DE000UM5C4A2  /

EUWAX
2024-07-26  9:08:08 AM Chg.+0.068 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.126EUR +117.24% -
Bid Size: -
-
Ask Size: -
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: 69.42
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -0.94
Time value: 0.09
Break-even: 74.93
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.20
Theta: -0.01
Omega: 14.05
Rho: 0.05
 

Quote data

Open: 0.126
High: 0.126
Low: 0.126
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+51.81%
3 Months
  -39.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.118 0.058
1M High / 1M Low: 0.118 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   355.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -