UBS Call 96 BMW 20.12.2024
/ CH1251039363
UBS Call 96 BMW 20.12.2024/ CH1251039363 /
7/23/2024 8:14:18 AM |
Chg.+0.060 |
Bid5:18:19 PM |
Ask5:18:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+18.18% |
0.360 Bid Size: 100,000 |
0.370 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... |
96.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL17K1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.51 |
Time value: |
0.43 |
Break-even: |
100.30 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
2.38% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
9.19 |
Rho: |
0.14 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.88% |
1 Month |
|
|
+14.71% |
3 Months |
|
|
-70.45% |
YTD |
|
|
-65.18% |
1 Year |
|
|
-80.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.300 |
1M High / 1M Low: |
0.440 |
0.270 |
6M High / 6M Low: |
2.010 |
0.270 |
High (YTD): |
4/9/2024 |
2.010 |
Low (YTD): |
7/10/2024 |
0.270 |
52W High: |
7/28/2023 |
2.270 |
52W Low: |
7/10/2024 |
0.270 |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.342 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.950 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.035 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
235.24% |
Volatility 6M: |
|
157.11% |
Volatility 1Y: |
|
137.02% |
Volatility 3Y: |
|
- |