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UBS Call 91 BMW 17.06.2024/  CH1215577854  /

Frankfurt Zert./UBS
2024-05-17  9:25:05 AM Chg.-0.590 Bid9:39:27 AM Ask9:37:24 AM Underlying Strike price Expiration date Option type
0.600EUR -49.58% -
Bid Size: -		 -
Ask Size: -		 BAY.MOTOREN WERKE AG... 91.00 - 2024-06-17 Call
 

Master data

WKN: UK8V3Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 91.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.43
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.16
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 0.16
Time value: 0.44
Break-even: 97.00
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 1.71
Spread abs.: -0.01
Spread %: -1.64%
Delta: 0.58
Theta: -0.15
Omega: 8.99
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.630
Low: 0.600
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.19%
3 Months
  -69.70%
YTD
  -54.55%
1 Year
  -70.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.340 0.600
6M High / 6M Low: 2.410 0.600
High (YTD): 2024-04-10 2.410
Low (YTD): 2024-05-17 0.600
52W High: 2023-06-15 2.730
52W Low: 2023-10-31 0.580
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.132
Avg. volume 1M:   0.000
Avg. price 6M:   1.401
Avg. volume 6M:   0.000
Avg. price 1Y:   1.503
Avg. volume 1Y:   0.000
Volatility 1M:   282.98%
Volatility 6M:   159.12%
Volatility 1Y:   135.20%
Volatility 3Y:   -