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UBS Call 64 MBG 17.06.2024/  CH1223935235  /

EUWAX
2024-05-29  8:07:56 AM Chg.-0.040 Bid1:46:29 PM Ask1:46:29 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% 0.239
Bid Size: 100,000		 0.249
Ask Size: 100,000		 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: 22.13
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.24
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.24
Time value: 0.06
Break-even: 67.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.77
Theta: -0.03
Omega: 17.04
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -73.83%
3 Months
  -73.83%
YTD
  -15.15%
1 Year
  -78.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.222
1M High / 1M Low: 1.070 0.222
6M High / 6M Low: 1.280 0.135
High (YTD): 2024-04-09 1.280
Low (YTD): 2024-01-22 0.135
52W High: 2023-06-16 1.670
52W Low: 2024-01-22 0.135
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   0.744
Avg. volume 1Y:   23.137
Volatility 1M:   270.17%
Volatility 6M:   197.44%
Volatility 1Y:   167.40%
Volatility 3Y:   -