UBS Put 115 BMW 20.12.2024
/ DE000UL63C11
UBS Put 115 BMW 20.12.2024/ DE000UL63C11 /
| 23/07/2024 13:08:02 |
Chg.0.000 |
Bid13:08:46 |
Ask13:08:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
0.00% |
0.930
Bid Size: 10,000 |
0.940
Ask Size: 10,000 |
BAY.MOTOREN WERKE AG... |
115.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
UL63C1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
2.41 |
| Time value: |
-1.47 |
| Break-even: |
105.60 |
| Moneyness: |
1.26 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.16% |
| 1 Month |
|
|
-2.13% |
| 3 Months |
|
|
+43.75% |
| YTD |
|
|
+29.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.920 |
| 1M High / 1M Low: |
0.960 |
0.910 |
| 6M High / 6M Low: |
0.960 |
0.470 |
| High (YTD): |
08/07/2024 |
0.960 |
| Low (YTD): |
08/04/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.10% |
| Volatility 6M: |
|
63.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
