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UBS Call 62 MBG 17.06.2024/  CH1223935219  /

EUWAX
2024-06-04  8:07:49 AM Chg.-0.070 Bid8:07:09 PM Ask8:07:09 PM Underlying Strike price Expiration date Option type
0.450EUR -13.46% 0.390
Bid Size: 20,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 62.00 - 2024-06-17 Call
 

Master data

WKN: UK8CVP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.27
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 0.43
Time value: 0.07
Break-even: 67.00
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.81
Theta: -0.06
Omega: 10.76
Rho: 0.02
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month
  -52.63%
3 Months
  -64.57%
YTD  
+4.65%
1 Year
  -70.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.360
1M High / 1M Low: 1.160 0.360
6M High / 6M Low: 1.480 0.201
High (YTD): 2024-04-09 1.480
Low (YTD): 2024-01-22 0.201
52W High: 2023-06-16 1.830
52W Low: 2023-10-31 0.189
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   251.60%
Volatility 6M:   173.12%
Volatility 1Y:   149.73%
Volatility 3Y:   -