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UBS Call 96 BMW 20.12.2024/  CH1251039363  /

EUWAX
26/08/2024  08:13:19 Chg.+0.014 Bid17:30:03 Ask17:30:03 Underlying Strike price Expiration date Option type
0.096EUR +17.07% -
Bid Size: -		 -
Ask Size: -		 BAY.MOTOREN WERKE AG... 96.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.20
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -1.15
Time value: 0.11
Break-even: 97.08
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 10.20%
Delta: 0.19
Theta: -0.01
Omega: 15.19
Rho: 0.05
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.14%
1 Month
  -66.90%
3 Months
  -83.16%
YTD
  -91.43%
1 Year
  -91.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.070
1M High / 1M Low: 0.290 0.050
6M High / 6M Low: 2.010 0.050
High (YTD): 09/04/2024 2.010
Low (YTD): 13/08/2024 0.050
52W High: 09/04/2024 2.010
52W Low: 13/08/2024 0.050
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.797
Avg. volume 6M:   0.000
Avg. price 1Y:   0.890
Avg. volume 1Y:   0.000
Volatility 1M:   297.33%
Volatility 6M:   187.79%
Volatility 1Y:   159.43%
Volatility 3Y:   -