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UBS Call 99 BMW 20.12.2024/  CH1251039397  /

Frankfurt Zert./UBS
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:   -