UBS Call 58 BNP 21.06.2024
/ CH1285186248
UBS Call 58 BNP 21.06.2024/ CH1285186248 /
| 2024-05-03 9:35:51 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
58.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL82DW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.96 |
| Time value: |
0.05 |
| Break-even: |
68.10 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.07 |
Quote data
| Open: |
0.960 |
| High: |
1.020 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+358.33% |
| YTD |
|
|
+35.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.960 |
| 1M High / 1M Low: |
1.070 |
0.630 |
| 6M High / 6M Low: |
1.070 |
0.096 |
| High (YTD): |
2024-04-25 |
1.070 |
| Low (YTD): |
2024-02-13 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.45% |
| Volatility 6M: |
|
186.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
