MBGn.DE Warrant 06/24/ CH1215578092 /
2024-05-15 9:10:12 PM | Chg.-0.035 | Bid9:10:12 PM | Ask9:10:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.235EUR | -12.96% | 0.235 Bid Size: 20,000 |
0.245 Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... | 68.00 - | 2024-06-17 | Call |
Master data
WKN: | UK8693 |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 68.00 - |
Maturity: | 2024-06-17 |
Issue date: | 2022-10-28 |
Last trading day: | 2024-06-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 33.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.14 |
Historic volatility: | 0.20 |
Parity: | 0.13 |
Time value: | 0.07 |
Break-even: | 70.07 |
Moneyness: | 1.02 |
Premium: | 0.01 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.01 |
Spread %: | 5.08% |
Delta: | 0.72 |
Theta: | -0.02 |
Omega: | 24.07 |
Rho: | 0.04 |
Quote data
Open: | 0.260 |
---|---|
High: | 0.320 |
Low: | 0.230 |
Previous Close: | 0.270 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -46.59% | ||
---|---|---|---|
1 Month | -71.34% | ||
3 Months | -18.97% | ||
YTD | +35.84% | ||
1 Year | -72.35% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.440 | 0.197 |
---|---|---|
1M High / 1M Low: | 0.820 | 0.197 |
6M High / 6M Low: | 0.900 | 0.055 |
High (YTD): | 2024-04-08 | 0.900 |
Low (YTD): | 2024-01-22 | 0.055 |
52W High: | 2023-06-16 | 1.340 |
52W Low: | 2024-01-22 | 0.055 |
Avg. price 1W: | 0.267 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.522 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.360 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.536 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 315.97% | |
Volatility 6M: | 250.09% | |
Volatility 1Y: | 201.71% | |
Volatility 3Y: | - |