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UBS Call 96 BMW 20.12.2024/  CH1251039363  /

EUWAX
10/3/2024  8:13:45 AM Chg.-0.005 Bid9:46:09 AM Ask9:46:09 AM Underlying Strike price Expiration date Option type
0.031EUR -13.89% 0.023
Bid Size: 100,000		 0.100
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: 77.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -1.84
Time value: 0.10
Break-even: 97.00
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.84
Spread abs.: 0.07
Spread %: 233.33%
Delta: 0.15
Theta: -0.02
Omega: 11.54
Rho: 0.02
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.00%
1 Month
  -55.07%
3 Months
  -90.88%
YTD
  -97.23%
1 Year
  -97.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.020
1M High / 1M Low: 0.069 0.001
6M High / 6M Low: 2.010 0.001
High (YTD): 4/9/2024 2.010
Low (YTD): 9/11/2024 0.001
52W High: 4/9/2024 2.010
52W Low: 9/11/2024 0.001
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   4,192.22%
Volatility 6M:   1,697.48%
Volatility 1Y:   1,200.38%
Volatility 3Y:   -