UBS Call 96 BMW 20.12.2024
/ CH1251039363
UBS Call 96 BMW 20.12.2024/ CH1251039363 /
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: |
|
- |