UBS Call 95 BMW 20.12.2024
/ CH1251039355
UBS Call 95 BMW 20.12.2024/ CH1251039355 /
8/26/2024 6:04:01 PM |
Chg.+0.008 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.118EUR |
+7.27% |
0.118 Bid Size: 10,000 |
0.128 Ask Size: 10,000 |
BAY.MOTOREN WERKE AG... |
95.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL1P1T |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
68.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
-1.05 |
Time value: |
0.12 |
Break-even: |
96.24 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
8.77% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
14.79 |
Rho: |
0.05 |
Quote data
Open: |
0.110 |
High: |
0.125 |
Low: |
0.109 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.92% |
1 Month |
|
|
-61.94% |
3 Months |
|
|
-81.85% |
YTD |
|
|
-90.25% |
1 Year |
|
|
-90.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.087 |
1M High / 1M Low: |
0.310 |
0.056 |
6M High / 6M Low: |
2.100 |
0.056 |
High (YTD): |
4/8/2024 |
2.100 |
Low (YTD): |
8/12/2024 |
0.056 |
52W High: |
4/8/2024 |
2.100 |
52W Low: |
8/12/2024 |
0.056 |
Avg. price 1W: |
|
0.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.840 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.939 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
273.96% |
Volatility 6M: |
|
184.59% |
Volatility 1Y: |
|
155.40% |
Volatility 3Y: |
|
- |