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UBS Call 62 MBG 17.06.2024/  CH1223935219  /

Frankfurt Zert./UBS
2024-05-28  7:39:36 PM Chg.-0.010 Bid8:07:23 PM Ask8:07:23 PM Underlying Strike price Expiration date Option type
0.470EUR -2.08% 0.470
Bid Size: 20,000		 0.480
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 62.00 - 2024-06-17 Call
 

Master data

WKN: UK8CVP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.81
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.43
Time value: 0.05
Break-even: 66.80
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.85
Theta: -0.03
Omega: 11.69
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.520
Low: 0.450
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -62.40%
3 Months
  -60.50%
YTD  
+9.30%
1 Year
  -67.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.410
1M High / 1M Low: 1.300 0.410
6M High / 6M Low: 1.490 0.201
High (YTD): 2024-04-08 1.490
Low (YTD): 2024-01-22 0.201
52W High: 2023-06-16 1.830
52W Low: 2023-10-31 0.190
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.744
Avg. volume 1M:   0.000
Avg. price 6M:   0.763
Avg. volume 6M:   0.000
Avg. price 1Y:   0.882
Avg. volume 1Y:   0.000
Volatility 1M:   200.05%
Volatility 6M:   169.26%
Volatility 1Y:   144.22%
Volatility 3Y:   -