UBS Call 64 BNP 21.06.2024
/ CH1285193418
UBS Call 64 BNP 21.06.2024/ CH1285193418 /
| 5/17/2024 9:23:21 AM |
Chg.+0.020 |
Bid9:41:33 AM |
Ask9:37:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+2.67% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
64.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL83GZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
0.56 |
| Break-even: |
72.00 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
8.84 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.61 |
| Theta: |
-0.26 |
| Omega: |
5.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+1015.94% |
| YTD |
|
|
+126.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.800 |
0.660 |
| 6M High / 6M Low: |
0.800 |
0.011 |
| High (YTD): |
5/15/2024 |
0.800 |
| Low (YTD): |
2/16/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.01% |
| Volatility 6M: |
|
327.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
