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UBS Call 62 MBG 17.06.2024/  CH1223935219  /

EUWAX
2024-05-28  11:03:46 AM Chg.+0.050 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.490EUR +11.36% -
Bid Size: -		 -
Ask Size: -		 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: 0.490
Low: 0.470
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.91%
1 Month
  -57.76%
3 Months
  -58.47%
YTD  
+13.95%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.370
1M High / 1M Low: 1.270 0.370
6M High / 6M Low: 1.480 0.201
High (YTD): 2024-04-09 1.480
Low (YTD): 2024-01-22 0.201
52W High: 2023-06-16 1.830
52W Low: 2023-10-31 0.189
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.770
Avg. volume 1M:   0.000
Avg. price 6M:   0.767
Avg. volume 6M:   0.000
Avg. price 1Y:   0.884
Avg. volume 1Y:   0.000
Volatility 1M:   215.75%
Volatility 6M:   170.80%
Volatility 1Y:   145.26%
Volatility 3Y:   -