UBS Call 66 BNP 21.06.2024
/ CH1285193434
UBS Call 66 BNP 21.06.2024/ CH1285193434 /
| 2024-05-03 7:39:02 PM |
Chg.+0.009 |
Bid7:59:58 PM |
Ask7:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.243EUR |
+3.85% |
0.244
Bid Size: 2,500 |
0.260
Ask Size: 2,500 |
BNP PARIBAS INH. ... |
66.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL81AT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.22 |
| Parity: |
0.16 |
| Time value: |
0.11 |
| Break-even: |
68.70 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
9.31% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
17.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.233 |
| Previous Close: |
0.234 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.50% |
| 1 Month |
|
|
-16.21% |
| 3 Months |
|
|
+872.00% |
| YTD |
|
|
-6.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.234 |
| 1M High / 1M Low: |
0.360 |
0.127 |
| 6M High / 6M Low: |
0.360 |
0.001 |
| High (YTD): |
2024-04-25 |
0.360 |
| Low (YTD): |
2024-02-16 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.27% |
| Volatility 6M: |
|
691.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
