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UBS Call 56 MBG 17.06.2024/  CH1223935151  /

Frankfurt Zert./UBS
2024-05-28  7:37:47 PM Chg.0.000 Bid7:45:51 PM Ask7:45:51 PM Underlying Strike price Expiration date Option type
1.050EUR 0.00% 1.040
Bid Size: 20,000		 1.050
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 56.00 - 2024-06-17 Call
 

Master data

WKN: UK8JJG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.03
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 1.03
Time value: 0.03
Break-even: 66.60
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.94
Theta: -0.03
Omega: 5.89
Rho: 0.03
 

Quote data

Open: 1.070
High: 1.100
Low: 1.030
Previous Close: 1.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.67%
1 Month
  -43.55%
3 Months
  -40.68%
YTD  
+23.53%
1 Year
  -45.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.970
1M High / 1M Low: 1.900 0.970
6M High / 6M Low: 2.080 0.520
High (YTD): 2024-04-08 2.080
Low (YTD): 2024-01-22 0.530
52W High: 2023-06-16 2.330
52W Low: 2023-10-31 0.440
Avg. price 1W:   1.020
Avg. volume 1W:   0.000
Avg. price 1M:   1.326
Avg. volume 1M:   0.000
Avg. price 6M:   1.270
Avg. volume 6M:   0.000
Avg. price 1Y:   1.354
Avg. volume 1Y:   0.000
Volatility 1M:   128.43%
Volatility 6M:   108.64%
Volatility 1Y:   99.24%
Volatility 3Y:   -