UBS Call 77 BNP 20.12.2024
/ DE000UM5MND0
UBS Call 77 BNP 20.12.2024/ DE000UM5MND0 /
| 12/07/2024 19:45:49 |
Chg.+0.004 |
Bid19:45:49 |
Ask19:45:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+10.53% |
0.042
Bid Size: 5,000 |
0.072
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
77.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM5MND |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
91.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-1.50 |
| Time value: |
0.07 |
| Break-even: |
77.68 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.03 |
| Spread %: |
78.95% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
12.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.039 |
| High: |
0.055 |
| Low: |
0.024 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.035 |
| 1M High / 1M Low: |
0.080 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,786.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
