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UBS Call 52 MBG 17.06.2024/  CH1225241830  /

EUWAX
2024-05-28  11:04:26 AM Chg.+0.07 Bid7:52:46 PM Ask7:52:46 PM Underlying Strike price Expiration date Option type
1.47EUR +5.00% 1.44
Bid Size: 20,000		 1.45
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: 1.45
High: 1.47
Low: 1.45
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.29%
1 Month
  -31.94%
3 Months
  -31.63%
YTD  
+24.58%
1 Year
  -35.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.32
1M High / 1M Low: 2.27 1.32
6M High / 6M Low: 2.47 0.80
High (YTD): 2024-04-09 2.47
Low (YTD): 2024-01-22 0.84
52W High: 2023-06-16 2.68
52W Low: 2023-10-31 0.68
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.71
Avg. volume 1Y:   0.00
Volatility 1M:   106.88%
Volatility 6M:   89.44%
Volatility 1Y:   82.83%
Volatility 3Y:   -