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UBS Call 70 MBG 17.06.2024/  DE000UL3ZNU2  /

EUWAX
2024-05-30  8:52:41 AM Chg.-0.008 Bid10:00:12 PM Ask10:00:12 PM Underlying Strike price Expiration date Option type
0.030EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 70.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3ZNU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 105.60
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.45
Time value: 0.06
Break-even: 70.62
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 3.64
Spread abs.: 0.03
Spread %: 93.75%
Delta: 0.22
Theta: -0.04
Omega: 22.94
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -84.69%
3 Months
  -87.18%
YTD
  -54.55%
1 Year
  -87.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.030
1M High / 1M Low: 0.196 0.030
6M High / 6M Low: 0.290 0.030
High (YTD): 2024-04-15 0.290
Low (YTD): 2024-05-30 0.030
52W High: 2023-06-19 0.310
52W Low: 2024-05-30 0.030
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   372.04%
Volatility 6M:   219.88%
Volatility 1Y:   170.63%
Volatility 3Y:   -