UBS Call 75 BNP 20.12.2024
/ DE000UM5TAV4
UBS Call 75 BNP 20.12.2024/ DE000UM5TAV4 /
| 2024-07-25 9:54:47 PM |
Chg.+0.021 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
+28.38% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
75.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM5TAV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-1.09 |
| Time value: |
0.10 |
| Break-even: |
76.04 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
40.54% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
12.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.070 |
| High: |
0.107 |
| Low: |
0.041 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.80% |
| 1 Month |
|
|
+43.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.071 |
| 1M High / 1M Low: |
0.105 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,177.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
