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UBS Call 69 MBG 17.06.2024/  CH1215578100  /

EUWAX
2024-05-28  9:02:17 AM Chg.+0.007 Bid8:59:52 PM Ask8:59:52 PM Underlying Strike price Expiration date Option type
0.038EUR +22.58% 0.030
Bid Size: 20,000		 0.100
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 69.00 - 2024-06-17 Call
 

Master data

WKN: UK84U0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 69.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.29
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.27
Time value: 0.10
Break-even: 70.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.70
Spread abs.: 0.07
Spread %: 194.12%
Delta: 0.32
Theta: -0.05
Omega: 21.24
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.59%
1 Month
  -92.96%
3 Months
  -93.09%
YTD
  -73.24%
1 Year
  -96.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.017
1M High / 1M Low: 0.570 0.017
6M High / 6M Low: 0.860 0.017
High (YTD): 2024-04-10 0.860
Low (YTD): 2024-05-24 0.017
52W High: 2023-06-16 1.290
52W Low: 2024-05-24 0.017
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   535.64%
Volatility 6M:   313.94%
Volatility 1Y:   245.80%
Volatility 3Y:   -