UBS Call 60 BNP 21.06.2024
/ CH1285193376
UBS Call 60 BNP 21.06.2024/ CH1285193376 /
| 2024-05-03 7:33:26 PM |
Chg.+0.020 |
Bid7:45:40 PM |
Ask7:45:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+2.63% |
0.790
Bid Size: 2,500 |
0.810
Ask Size: 2,500 |
BNP PARIBAS INH. ... |
60.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8UK2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.76 |
| Time value: |
0.05 |
| Break-even: |
68.10 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.84 |
| Rho: |
0.07 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.770 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+469.34% |
| YTD |
|
|
+34.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.470 |
| 6M High / 6M Low: |
0.860 |
0.056 |
| High (YTD): |
2024-04-25 |
0.860 |
| Low (YTD): |
2024-02-14 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.37% |
| Volatility 6M: |
|
225.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
