UBS Call 99 BMW 20.12.2024
/ CH1251039397
UBS Call 99 BMW 20.12.2024/ CH1251039397 /
8/26/2024 11:13:56 AM |
Chg.+0.003 |
Bid11:24:15 AM |
Ask11:24:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
+5.08% |
0.062 Bid Size: 100,000 |
0.100 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... |
99.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL1MK0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
99.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
84.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-1.45 |
Time value: |
0.10 |
Break-even: |
100.00 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.04 |
Spread %: |
63.93% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
14.10 |
Rho: |
0.04 |
Quote data
Open: |
0.059 |
High: |
0.062 |
Low: |
0.059 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
-69.00% |
3 Months |
|
|
-87.08% |
YTD |
|
|
-93.67% |
1 Year |
|
|
-93.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.046 |
1M High / 1M Low: |
0.200 |
0.029 |
6M High / 6M Low: |
1.770 |
0.029 |
High (YTD): |
4/8/2024 |
1.770 |
Low (YTD): |
8/12/2024 |
0.029 |
52W High: |
4/8/2024 |
1.770 |
52W Low: |
8/12/2024 |
0.029 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.657 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.745 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
302.40% |
Volatility 6M: |
|
205.39% |
Volatility 1Y: |
|
171.85% |
Volatility 3Y: |
|
- |