OverviewChartNewsTraderScreen

UBS Call 70 MBG 17.06.2024/  DE000UL316K1  /

EUWAX
2024-05-31  8:54:34 AM Chg.+0.002 Bid2:48:08 PM Ask2:48:08 PM Underlying Strike price Expiration date Option type
0.032EUR +6.67% 0.050
Bid Size: 10,000		 0.060
Ask Size: 10,000		 MERCEDES-BENZ GROUP ... 70.00 EUR 2024-06-17 Call
 

Master data

WKN: UL316K
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: 106.34
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.41
Time value: 0.06
Break-even: 70.62
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 3.37
Spread abs.: 0.03
Spread %: 93.75%
Delta: 0.23
Theta: -0.04
Omega: 24.16
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -87.20%
3 Months
  -90.00%
YTD
  -60.49%
1 Year
  -92.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.030
1M High / 1M Low: 0.250 0.030
6M High / 6M Low: 0.420 0.030
High (YTD): 2024-04-08 0.420
Low (YTD): 2024-05-30 0.030
52W High: 2023-06-19 0.550
52W Low: 2024-05-30 0.030
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   393.50%
Volatility 6M:   242.89%
Volatility 1Y:   189.96%
Volatility 3Y:   -