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UBS Call 95 BMW 20.12.2024/  CH1251039355  /

Frankfurt Zert./UBS
23/07/2024  16:45:42 Chg.-0.060 Bid17:36:01 Ask17:36:01 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 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
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): 08/04/2024 2.100
Low (YTD): 08/07/2024 0.300
52W High: 28/07/2023 2.340
52W Low: 08/07/2024 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:   -