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UBS Call 97 BMW 20.12.2024/  CH1251039371  /

EUWAX
7/23/2024  8:14:18 AM Chg.+0.060 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.360EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 BAY.MOTOREN WERKE AG... 97.00 - 12/20/2024 Call
 

Master data

WKN: UL17JP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 97.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.31
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.61
Time value: 0.39
Break-even: 100.90
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.41
Theta: -0.02
Omega: 9.52
Rho: 0.14
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+16.13%
3 Months
  -71.20%
YTD
  -66.04%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.390 0.239
6M High / 6M Low: 1.920 0.239
High (YTD): 4/9/2024 1.920
Low (YTD): 7/9/2024 0.239
52W High: 7/28/2023 2.200
52W Low: 7/9/2024 0.239
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.895
Avg. volume 6M:   0.000
Avg. price 1Y:   0.981
Avg. volume 1Y:   0.000
Volatility 1M:   234.21%
Volatility 6M:   159.12%
Volatility 1Y:   139.34%
Volatility 3Y:   -