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UBS Call 52 MBG 17.06.2024/  CH1225241830  /

Frankfurt Zert./UBS
2024-05-28  7:38:33 PM Chg.-0.010 Bid7:52:49 PM Ask7:52:49 PM Underlying Strike price Expiration date Option type
1.440EUR -0.69% 1.440
Bid Size: 20,000		 1.450
Ask Size: 20,000		 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: 4.54
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.43
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 1.43
Time value: 0.03
Break-even: 66.60
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.95
Theta: -0.03
Omega: 4.33
Rho: 0.03
 

Quote data

Open: 1.460
High: 1.500
Low: 1.420
Previous Close: 1.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.36%
1 Month
  -36.00%
3 Months
  -33.33%
YTD  
+22.03%
1 Year
  -36.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.360
1M High / 1M Low: 2.300 1.360
6M High / 6M Low: 2.480 0.800
High (YTD): 2024-04-10 2.480
Low (YTD): 2024-01-22 0.840
52W High: 2023-06-16 2.680
52W Low: 2023-10-31 0.680
Avg. price 1W:   1.418
Avg. volume 1W:   0.000
Avg. price 1M:   1.733
Avg. volume 1M:   0.000
Avg. price 6M:   1.645
Avg. volume 6M:   0.000
Avg. price 1Y:   1.706
Avg. volume 1Y:   0.000
Volatility 1M:   103.57%
Volatility 6M:   86.86%
Volatility 1Y:   81.22%
Volatility 3Y:   -