MBGn.DE Warrant 06/24/ CH1225241830 /
2024-05-29 9:44:24 PM | Chg.-0.080 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.360EUR | -5.56% | - Bid Size: - |
- Ask Size: - |
MERCEDES-BENZ GROUP ... | 52.00 - | 2024-06-17 | Call |
Master data
WKN: | UK8N7G |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 52.00 - |
Maturity: | 2024-06-17 |
Issue date: | 2022-10-18 |
Last trading day: | 2024-06-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.58 |
Leverage: | Yes |
Calculated values
Fair value: | 1.45 |
---|---|
Intrinsic value: | 1.44 |
Implied volatility: | 0.45 |
Historic volatility: | 0.20 |
Parity: | 1.44 |
Time value: | 0.01 |
Break-even: | 66.50 |
Moneyness: | 1.28 |
Premium: | 0.00 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.01 |
Spread %: | 0.69% |
Delta: | 0.99 |
Theta: | -0.01 |
Omega: | 4.54 |
Rho: | 0.03 |
Quote data
Open: | 1.420 |
---|---|
High: | 1.430 |
Low: | 1.350 |
Previous Close: | 1.440 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.26% | ||
---|---|---|---|
1 Month | -27.66% | ||
3 Months | -39.01% | ||
YTD | +14.29% | ||
1 Year | -39.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.450 | 1.330 |
---|---|---|
1M High / 1M Low: | 2.170 | 1.330 |
6M High / 6M Low: | 2.480 | 0.850 |
High (YTD): | 2024-04-08 | 2.480 |
Low (YTD): | 2024-01-22 | 0.850 |
52W High: | 2023-06-16 | 2.660 |
52W Low: | 2023-10-31 | 0.690 |
Avg. price 1W: | 1.398 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.674 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.653 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.701 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 92.22% | |
Volatility 6M: | 84.02% | |
Volatility 1Y: | 80.21% | |
Volatility 3Y: | - |