UBS Call 59 BNP 21.06.2024
/ CH1285193368
UBS Call 59 BNP 21.06.2024/ CH1285193368 /
| 2024-05-03 10:17:19 AM |
Chg.+0.040 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
59.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8XSZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.86 |
| Time value: |
0.05 |
| Break-even: |
68.10 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.01 |
| Rho: |
0.07 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
+16.88% |
| 3 Months |
|
|
+408.47% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
0.940 |
0.600 |
| 6M High / 6M Low: |
0.940 |
0.075 |
| High (YTD): |
2024-04-24 |
0.940 |
| Low (YTD): |
2024-02-15 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.903 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.19% |
| Volatility 6M: |
|
207.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
