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UBS Call 68 MBG 17.06.2024/  DE000UK922J9  /

Frankfurt Zert./UBS
2024-05-28  7:33:13 PM Chg.-0.050 Bid8:37:13 PM Ask8:37:13 PM Underlying Strike price Expiration date Option type
0.960EUR -4.95% 0.930
Bid Size: 500		 0.960
Ask Size: 500		 MERCEDES-BENZ GROUP ... 68.00 EUR 2024-06-17 Call
 

Master data

WKN: UK922J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 64.36
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -1.71
Time value: 1.03
Break-even: 69.03
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.09
Spread abs.: 0.03
Spread %: 3.00%
Delta: 0.37
Theta: -0.04
Omega: 23.71
Rho: 0.01
 

Quote data

Open: 0.990
High: 1.190
Low: 0.920
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.20%
1 Month
  -67.57%
3 Months
  -64.44%
YTD
  -3.03%
1 Year
  -67.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.860
1M High / 1M Low: 3.090 0.860
6M High / 6M Low: 3.600 0.570
High (YTD): 2024-04-10 3.600
Low (YTD): 2024-01-22 0.570
52W High: 2024-04-10 3.600
52W Low: 2024-01-22 0.570
Avg. price 1W:   1.004
Avg. volume 1W:   0.000
Avg. price 1M:   1.853
Avg. volume 1M:   0.000
Avg. price 6M:   1.769
Avg. volume 6M:   0.000
Avg. price 1Y:   1.954
Avg. volume 1Y:   0.000
Volatility 1M:   267.46%
Volatility 6M:   165.66%
Volatility 1Y:   130.98%
Volatility 3Y:   -