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UBS Call 62 MBG 17.06.2024/  DE000UK99HA9  /

Frankfurt Zert./UBS
2024-06-07  7:41:22 PM Chg.-0.350 Bid9:50:55 PM Ask- Underlying Strike price Expiration date Option type
3.530EUR -9.02% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 62.00 EUR 2024-06-17 Call
 

Master data

WKN: UK99HA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 18.44
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.11
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 3.11
Time value: 0.42
Break-even: 65.53
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 1.44%
Delta: 0.82
Theta: -0.06
Omega: 15.14
Rho: 0.01
 

Quote data

Open: 3.800
High: 3.800
Low: 3.310
Previous Close: 3.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.27%
1 Month
  -19.59%
3 Months
  -11.31%
YTD  
+86.77%
1 Year
  -5.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.000 3.530
1M High / 1M Low: 4.750 3.530
6M High / 6M Low: 4.750 1.080
High (YTD): 2024-05-14 4.750
Low (YTD): 2024-01-22 1.080
52W High: 2024-05-14 4.750
52W Low: 2023-10-31 1.020
Avg. price 1W:   3.768
Avg. volume 1W:   0.000
Avg. price 1M:   4.125
Avg. volume 1M:   0.000
Avg. price 6M:   3.264
Avg. volume 6M:   0.000
Avg. price 1Y:   3.008
Avg. volume 1Y:   0.000
Volatility 1M:   82.59%
Volatility 6M:   105.22%
Volatility 1Y:   95.70%
Volatility 3Y:   -