You can actually buy one for pretty cheap - I bought one for my F80 M3 and mounted it in the OEM location in the trunk. And here is another tip, the VW/Audi one is about half the cost as the BMW one - and they are the same warning triangle (I bought the VW/Audi one).
https://www.ecstuning.com/Search/Sit...ning_triangle/
May still need to verify if any additional mounting parts are required (the velcro straps maybe?). I know for the F80 (and F30 sedan), additional mounting parts were needed to complete this mod in US cars.