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UBS Call 95 BMW 20.12.2024/  CH1251039355  /

Frankfurt Zert./UBS
03/10/2024  15:11:04 Chg.-0.009 Bid15:25:33 Ask15:25:33 Underlying Strike price Expiration date Option type
0.026EUR -25.71% 0.025
Bid Size: 100,000		 0.100
Ask Size: 100,000		 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: 77.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -1.74
Time value: 0.10
Break-even: 96.00
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.70
Spread abs.: 0.07
Spread %: 185.71%
Delta: 0.15
Theta: -0.02
Omega: 11.84
Rho: 0.02
 

Quote data

Open: 0.035
High: 0.035
Low: 0.025
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -63.89%
3 Months
  -93.16%
YTD
  -97.85%
1 Year
  -97.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.035
1M High / 1M Low: 0.072 0.001
6M High / 6M Low: 2.100 0.001
High (YTD): 08/04/2024 2.100
Low (YTD): 11/09/2024 0.001
52W High: 08/04/2024 2.100
52W Low: 11/09/2024 0.001
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.818
Avg. volume 1Y:   0.000
Volatility 1M:   2,892.83%
Volatility 6M:   1,188.84%
Volatility 1Y:   843.20%
Volatility 3Y:   -