UBS Call 95 BMW 20.12.2024
/ CH1251039355
UBS Call 95 BMW 20.12.2024/ CH1251039355 /
2024-07-23 4:45:42 PM |
Chg.-0.060 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-13.04% |
0.400 Bid Size: 10,000 |
0.410 Ask Size: 10,000 |
BAY.MOTOREN WERKE AG... |
95.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.41 |
Time value: |
0.47 |
Break-even: |
99.70 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
8.91 |
Rho: |
0.15 |
Quote data
Open: |
0.450 |
High: |
0.460 |
Low: |
0.400 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
-71.22% |
YTD |
|
|
-66.94% |
1 Year |
|
|
-81.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.340 |
1M High / 1M Low: |
0.480 |
0.300 |
6M High / 6M Low: |
2.100 |
0.300 |
High (YTD): |
2024-04-08 |
2.100 |
Low (YTD): |
2024-07-08 |
0.300 |
52W High: |
2023-07-28 |
2.340 |
52W Low: |
2024-07-08 |
0.300 |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.384 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.002 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.089 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
253.73% |
Volatility 6M: |
|
159.03% |
Volatility 1Y: |
|
137.12% |
Volatility 3Y: |
|
- |