UBS Call 96 BMW 20.12.2024
/ CH1251039363
UBS Call 96 BMW 20.12.2024/ CH1251039363 /
| 7/23/2024 5:29:50 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.400 |
| High: |
0.420 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
-72.93% |
| YTD |
|
|
-68.97% |
| 1 Year |
|
|
-82.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.270 |
| 6M High / 6M Low: |
2.010 |
0.270 |
| High (YTD): |
4/8/2024 |
2.010 |
| Low (YTD): |
7/8/2024 |
0.270 |
| 52W High: |
7/28/2023 |
2.270 |
| 52W Low: |
7/8/2024 |
0.270 |
| Avg. price 1W: |
|
0.347 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.034 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
229.00% |
| Volatility 6M: |
|
155.90% |
| Volatility 1Y: |
|
134.52% |
| Volatility 3Y: |
|
- |
