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UBS Call 66 MBG 17.06.2024/  CH1215578076  /

UBS Investment Bank
2024-05-28  9:53:18 PM Chg.-0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.152EUR -4.40% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 66.00 - 2024-06-17 Call
 

Master data

WKN: UK85X3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.22
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.03
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.03
Time value: 0.14
Break-even: 67.69
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 6.29%
Delta: 0.56
Theta: -0.04
Omega: 21.86
Rho: 0.02
 

Quote data

Open: 0.149
High: 0.195
Low: 0.142
Previous Close: 0.159
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.35%
1 Month
  -82.92%
3 Months
  -82.73%
YTD
  -37.19%
1 Year
  -87.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.159 0.108
1M High / 1M Low: 0.890 0.108
6M High / 6M Low: 1.090 0.089
High (YTD): 2024-04-08 1.090
Low (YTD): 2024-01-22 0.089
52W High: 2023-06-16 1.490
52W Low: 2024-01-22 0.089
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.396
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.616
Avg. volume 1Y:   0.000
Volatility 1M:   312.62%
Volatility 6M:   223.72%
Volatility 1Y:   185.79%
Volatility 3Y:   -