UBS Call 98 BMW 20.12.2024
/ CH1251039389
UBS Call 98 BMW 20.12.2024/ CH1251039389 /
26/08/2024 15:09:52 |
Chg.+0.006 |
Bid15:09:52 |
Ask15:09:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
+8.45% |
0.077 Bid Size: 100,000 |
0.100 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... |
98.00 - |
20/12/2024 |
Call |
Master data
WKN: |
UL2BDG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
98.00 - |
Maturity: |
20/12/2024 |
Issue date: |
21/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
84.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
-1.35 |
Time value: |
0.10 |
Break-even: |
99.00 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.03 |
Spread %: |
38.89% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
14.59 |
Rho: |
0.04 |
Quote data
Open: |
0.060 |
High: |
0.079 |
Low: |
0.060 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.19% |
1 Month |
|
|
-65.00% |
3 Months |
|
|
-85.19% |
YTD |
|
|
-92.60% |
1 Year |
|
|
-93.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.071 |
0.055 |
1M High / 1M Low: |
0.220 |
0.034 |
6M High / 6M Low: |
1.840 |
0.034 |
High (YTD): |
08/04/2024 |
1.840 |
Low (YTD): |
12/08/2024 |
0.034 |
52W High: |
08/04/2024 |
1.840 |
52W Low: |
12/08/2024 |
0.034 |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.698 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.790 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
315.82% |
Volatility 6M: |
|
204.20% |
Volatility 1Y: |
|
168.50% |
Volatility 3Y: |
|
- |