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UBS Call 67 MBG 17.06.2024/  CH1215578084  /

Frankfurt Zert./UBS
2024-05-28  7:37:46 PM Chg.-0.007 Bid9:42:25 PM Ask9:42:25 PM Underlying Strike price Expiration date Option type
0.100EUR -6.54% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 67.00 - 2024-06-17 Call
 

Master data

WKN: UK868R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 67.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.15
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.07
Time value: 0.11
Break-even: 68.14
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 9.62%
Delta: 0.45
Theta: -0.04
Omega: 25.95
Rho: 0.02
 

Quote data

Open: 0.108
High: 0.128
Low: 0.091
Previous Close: 0.107
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.06%
1 Month
  -86.84%
3 Months
  -86.49%
YTD
  -51.46%
1 Year
  -90.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.139 0.081
1M High / 1M Low: 0.800 0.081
6M High / 6M Low: 1.000 0.069
High (YTD): 2024-04-08 1.000
Low (YTD): 2024-01-22 0.069
52W High: 2023-06-16 1.430
52W Low: 2024-01-22 0.069
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   335.37%
Volatility 6M:   243.15%
Volatility 1Y:   198.48%
Volatility 3Y:   -