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UBS Call 68 MBG 17.06.2024/  DE000UK922J9  /

UBS Investment Bank
2024-06-05  9:23:58 AM Chg.+0.030 Bid9:23:58 AM Ask- Underlying Strike price Expiration date Option type
0.690EUR +4.55% 0.690
Bid Size: 10,000		 -
Ask Size: -		 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: 82.91
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -1.67
Time value: 0.80
Break-even: 68.80
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.34
Theta: -0.05
Omega: 28.39
Rho: 0.01
 

Quote data

Open: 0.690
High: 0.720
Low: 0.660
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.48%
1 Month
  -62.90%
3 Months
  -74.91%
YTD
  -30.30%
1 Year
  -76.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.660
1M High / 1M Low: 2.630 0.660
6M High / 6M Low: 3.570 0.580
High (YTD): 2024-04-08 3.570
Low (YTD): 2024-01-22 0.580
52W High: 2024-04-08 3.570
52W Low: 2024-01-22 0.580
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   1.520
Avg. volume 1M:   0.000
Avg. price 6M:   1.774
Avg. volume 6M:   0.000
Avg. price 1Y:   1.912
Avg. volume 1Y:   0.000
Volatility 1M:   273.12%
Volatility 6M:   174.39%
Volatility 1Y:   136.68%
Volatility 3Y:   -