UBS Call 91 BMW 17.06.2024
/ CH1215577854
UBS Call 91 BMW 17.06.2024/ CH1215577854 /
| 2024-05-17 9:31:32 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
- |
-
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: |
15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.22 |
| Parity: |
0.10 |
| Time value: |
0.50 |
| Break-even: |
97.00 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
3.94 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.64% |
| Delta: |
0.56 |
| Theta: |
-0.23 |
| Omega: |
8.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.83% |
| 3 Months |
|
|
-68.25% |
| YTD |
|
|
-53.49% |
| 1 Year |
|
|
-72.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.310 |
0.600 |
| 6M High / 6M Low: |
2.400 |
0.600 |
| High (YTD): |
2024-04-10 |
2.400 |
| Low (YTD): |
2024-05-17 |
0.600 |
| 52W High: |
2023-06-15 |
2.730 |
| 52W Low: |
2023-10-31 |
0.590 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.490 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
317.00% |
| Volatility 6M: |
|
155.84% |
| Volatility 1Y: |
|
132.95% |
| Volatility 3Y: |
|
- |
