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UBS Call 64 MBG 17.06.2024/  CH1223935235  /

Frankfurt Zert./UBS
2024-06-04  5:41:36 PM Chg.-0.056 Bid6:16:14 PM Ask- Underlying Strike price Expiration date Option type
0.214EUR -20.74% 0.214
Bid Size: 20,000		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 64.00 - 2024-06-17 Call
 

Master data

WKN: UK8MSL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.57
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.23
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.23
Time value: 0.04
Break-even: 66.70
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.03
Omega: 20.05
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.192
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.67%
1 Month
  -72.56%
3 Months
  -79.02%
YTD
  -35.15%
1 Year
  -84.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.232
1M High / 1M Low: 0.960 0.232
6M High / 6M Low: 1.290 0.135
High (YTD): 2024-04-08 1.290
Low (YTD): 2024-01-22 0.135
52W High: 2023-06-16 1.670
52W Low: 2024-01-22 0.135
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   0.723
Avg. volume 1Y:   0.000
Volatility 1M:   230.78%
Volatility 6M:   191.16%
Volatility 1Y:   164.53%
Volatility 3Y:   -